Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses |
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Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (English)
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29 March 2023
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asymptotics
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tail distortion risk measure
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multivariate regular variation
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quasi-asymptotic independence
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risk concentration
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