Pages that link to "Item:Q903683"
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The following pages link to Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683):
Displaying 10 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)