Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks |
scientific article |
Statements
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (English)
0 references
14 April 2014
0 references
(extended) regular variation
0 references
extreme value theory
0 references
first-order expansion
0 references
max-domain attraction
0 references
second-order expansion
0 references
second-order regular variation
0 references
Young function
0 references
0 references
0 references
