1
-
1
of
1
results (0.52 seconds)
Sort By:
-
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
improves as b increases. Graph 6.2 is inserted here. 17 7 The exponential case with a general Young function ... Insurance Math. Econom. 49 (2011), no. 3, 335344. [17] Malevergne, Y.; Sornette, D. Extreme Financial Risks ...- Authors: Application Administrator, Fan Yang
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM