Pages that link to "Item:Q6171953"
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The following pages link to Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953):
Displaying 8 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Comparing downside risk measures for heavy tailed distributions (Q1929399) (← links)
- A new robust risk measure: quantile shortfall (Q2024978) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Asymptotics for Operational Risk Quantified with Expected Shortfall (Q3653519) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)