Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
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Publication:4959369
DOI10.1080/03461238.2020.1867233zbMath1471.91492OpenAlexW3118746755MaRDI QIDQ4959369
Tiantian Mao, Fan Yang, Yanchun Zhao
Publication date: 13 September 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1867233
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
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