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On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial ... Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks. Conditional ...- Authors: Fan Yang
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th Actuarial ... Conference. This paper focuses on mainly focus on the case in which the risk variable follows a distribution ...- Authors: Application Administrator, Fan Yang
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This paper establishes ... second-order asymptotics for the Frechet, Weibull and Gumbel cases. Risk measurement 4294993505 12/1/2012 ...- Authors: Fan Yang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM