First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
نویسنده:
سال
: 2014شناسه الکترونیک: 10.1080/03610926.2012.751116
کالکشن
:
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آمار بازدید
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
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| contributor author | Fan Yang | |
| date accessioned | 2020-03-11T11:37:15Z | |
| date available | 2020-03-11T11:37:15Z | |
| date issued | 2014 | |
| identifier other | JYyrg6AhZqVDtnH7ESaNv0T8OpCxsUikfb49w_WKl2G1FzjeMB.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/514910 | |
| format | general | |
| language | English | |
| title | First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 4203139 | |
| identifier doi | 10.1080/03610926.2012.751116 | |
| journal title | Communications in Statistics - Theory and Methods | |
| coverage | Academic | |
| pages | 00-00 | |
| filesize | 359894 | |
| citations | 3 |