Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144)
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: Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure |
scientific article; zbMATH DE number 6347049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure |
scientific article; zbMATH DE number 6347049 |
Statements
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (English)
0 references
22 September 2014
0 references
Orlicz premium
0 references
tail value-at-risk (T-VaR)
0 references
conditional tail expectation (CTE)
0 references
empirical CTE
0 references
0 references
0 references
0.9038295
0 references
0.8978065
0 references
0.8947108
0 references
0.8848982
0 references
0.88108104
0 references
0.88084066
0 references
0.8808391
0 references
0.8795434
0 references
0.87829745
0 references
0.8781544
0 references
