Pages that link to "Item:Q2427827"
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The following pages link to On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827):
Displaying 31 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)
- Tail risk driven by investment losses and exogenous shocks (Q6668695) (← links)
