Asymptotics of the risk concentration based on the tail...

Statistics & Probability Letters 2013 / 12 Vol. 83; Iss. 12

Asymptotics of the risk concentration based on the tail distortion risk measure

Lv, Wenhua, Pan, Xiaoqing, Hu, Taizhong
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Volume:
83
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2013.09.006
Date:
December, 2013
File:
PDF, 372 KB
english, 2013
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