Fourier-analytic measures for heavy-tailed insurance losses (Q4576913)
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scientific article; zbMATH DE number 6901689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier-analytic measures for heavy-tailed insurance losses |
scientific article; zbMATH DE number 6901689 |
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Fourier-analytic measures for heavy-tailed insurance losses (English)
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11 July 2018
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risk measure
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deviation measure
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insurance losses
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heavy tails
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Fourier analysis
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Lévy-stable family
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additivity
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diversification
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