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机译:关于Haezendonck-Goovaerts极端风险的风险衡量
Department of Statistics and Actuarial Science, University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242, USA,Applied Mathematical and Computational Sciences Program, University of Iowa, 14 Maclean Hall, Iowa City, IA 52242, USA;
Applied Mathematical and Computational Sciences Program, University of Iowa, 14 Maclean Hall, Iowa City, IA 52242, USA;
asymptotics; haezendonck-goovaerts risk measure; max-domain of attraction; regular/rapid variation; young function;
机译:Haezendonck-Goovaerts风险度量的二阶性质用于极端风险
机译:具有一般Young函数的Haezendonck-Goovaerts风险度量的极值分析
机译:Haezendonck-Goovaerts风险度量,巨额亏损
机译:使用与尾巴相关的风险度量的风险管理者极值理论
机译:极端风险的风险度量的渐近性。
机译:在极端疾病风险下测试风险模型的校准
机译:关于Haezendonck–Goovaerts极端风险的风险衡量