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Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks - MaRDI portal

Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks

From MaRDI portal
Publication:6171953

DOI10.1016/j.insmatheco.2023.05.001zbMath1520.91344MaRDI QIDQ6171953

Tiantian Mao, Gilles Stupfler, Fan Yang

Publication date: 18 July 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)






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