ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND...

ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS

Mao, Tiantian, Ng, Kai Wang, Hu, Taizhong
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Volume:
29
Language:
english
Journal:
Probability in the Engineering and Informational Sciences
DOI:
10.1017/s0269964815000017
Date:
July, 2015
File:
PDF, 648 KB
english, 2015
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