Comparing tail variabilities of risks by means of the excess wealth order
From MaRDI portal
Publication:659172
DOI10.1016/j.insmatheco.2009.10.001zbMath1231.91238MaRDI QIDQ659172
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10498/14974
62G32: Statistics of extreme values; tail inference
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