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dc.contributor.author안재윤-
dc.date.accessioned2016-08-28T11:08:06Z-
dc.date.available2016-08-28T11:08:06Z-
dc.date.issued2014-
dc.identifier.issn0167-6687-
dc.identifier.otherOAK-11367-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/227776-
dc.description.abstractConditional tail expectation (CTE); Empirical CTE; Orlicz premium; Tail value-at-Risk (T-VaR)-
dc.languageEnglish-
dc.titleAsymptotic theory for the empirical Haezendonck-Goovaerts risk measure-
dc.typeArticle-
dc.relation.issue1-
dc.relation.volume55-
dc.relation.indexSCIE-
dc.relation.indexSSCI-
dc.relation.indexSCOPUS-
dc.relation.startpage78-
dc.relation.lastpage90-
dc.relation.journaltitleInsurance: Mathematics and Economics-
dc.identifier.doi10.1016/j.insmatheco.2013.12.003-
dc.identifier.wosidWOS:000335432100008-
dc.identifier.scopusid2-s2.0-84892857164-
dc.author.googleAhn J.Y.-
dc.author.googleShyamalkumar N.D.-
dc.contributor.scopusid안재윤(36472886700;57329191200)-
dc.date.modifydate20220221150027-
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자연과학대학 > 통계학전공 > Journal papers
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