Show simple item record

First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks

contributor authorFan Yang
date accessioned2020-03-11T11:37:15Z
date available2020-03-11T11:37:15Z
date issued2014
identifier otherJYyrg6AhZqVDtnH7ESaNv0T8OpCxsUikfb49w_WKl2G1FzjeMB.pdf
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/514910?show=full
formatgeneral
languageEnglish
titleFirst- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
typeJournal Paper
contenttypeFulltext
contenttypeFulltext
identifier padid4203139
identifier doi10.1080/03610926.2012.751116
journal titleCommunications in Statistics - Theory and Methods
coverageAcademic
pages00-00
filesize359894
citations3


Files in this item

Thumbnail
Name:
Fulltext.pdf
Size:
351.6Kb
Format:
PDF
Description:
Fulltext
View/Open

This item appears in the following Collection(s)

Show simple item record