Second-order tail asymptotics of deflated risks
Enkelejd Hashorva; Chengxiu Ling; Zuoxiang Peng
| Year of publication: |
2014
|
|---|---|
| Authors: | Hashorva, Enkelejd ; Ling, Chengxiu ; Peng, Zuoxiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 56.2014, p. 88-101
|
| Subject: | Random deflation | Value-at-Risk | Risk aggregation | Second-order regular variation | Estimation of tail probability | Deflation | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Risiko | Risk |
| 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/10010385024