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On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the ... (X x)k+ 1 q !1=k : By virtue of Minkowskis inequality, one can easily verify that Hq[X; ] is ... (x)k ik1 ! 1; while as x " x^, applying Hölders inequality to the numerator yields that E (X ...- 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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When Black Swans Aren’t: Holistically Training Management to Better Recognize, Assess, and Respond to Extreme Events
assistance of R. THOMAS HERGET, FSA, MAAA, CERA 1 TABLE OF CONTENTS INTRODUCTION .................. ... betokening skill, Taleb says that he “disagree[s] with the followers of Marx and those of Adam Smith: ...- Authors: Guntram Fritz-Albin Werther
- Date: Mar 2013
- Competency: Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks