Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (Q2977536)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions |
scientific article |
Statements
Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions (English)
0 references
18 April 2017
0 references
asymptotic normality
0 references
conditional tail moment
0 references
distortion risk measure
0 references
extreme-value statistics
0 references
heavy-tailed distribution
0 references
extreme value-at-risk
0 references
adapted estimators
0 references
