Pages that link to "Item:Q743144"

The following pages link to Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144):

Displaying 16 items.

• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
• The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← 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)
• On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
• Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
• Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
• Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)