DSpace at EWHA: Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure

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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)	*
dc.date.modifydate	20260702140301	*