Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 안재윤 | - |
dc.date.accessioned | 2016-08-28T11:08:06Z | - |
dc.date.available | 2016-08-28T11:08:06Z | - |
dc.date.issued | 2014 | - |
dc.identifier.issn | 0167-6687 | - |
dc.identifier.other | OAK-11367 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/227776 | - |
dc.description.abstract | Conditional tail expectation (CTE); Empirical CTE; Orlicz premium; Tail value-at-Risk (T-VaR) | - |
dc.language | English | - |
dc.title | Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure | - |
dc.type | Article | - |
dc.relation.issue | 1 | - |
dc.relation.volume | 55 | - |
dc.relation.index | SCIE | - |
dc.relation.index | SSCI | - |
dc.relation.index | SCOPUS | - |
dc.relation.startpage | 78 | - |
dc.relation.lastpage | 90 | - |
dc.relation.journaltitle | Insurance: Mathematics and Economics | - |
dc.identifier.doi | 10.1016/j.insmatheco.2013.12.003 | - |
dc.identifier.wosid | WOS:000335432100008 | - |
dc.identifier.scopusid | 2-s2.0-84892857164 | - |
dc.author.google | Ahn J.Y. | - |
dc.author.google | Shyamalkumar N.D. | - |
dc.contributor.scopusid | 안재윤(36472886700;57329191200) | - |
dc.date.modifydate | 20230901081001 | - |