Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Qihe Tang; Fan Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Tang, Qihe ; Yang, Fan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 311-320
|
| Subject: | Asymptotics | (extended) regular variation | Haezendonck-Goovaerts risk measure | Max-domain of attraction | Young function | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469980