Second-order properties of the Haezendonck–Goovaerts risk...

Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks

Tiantian Mao, Taizhong Hu
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Volume:
51
Year:
2012
Language:
english
DOI:
10.1016/j.insmatheco.2012.06.003
File:
PDF, 376 KB
english, 2012
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