Asymptotic results on tail moment for light-tailed risks
Bingjie Wang, Jinzhu Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Bingjie ; Li, Jinzhu |
| Subject: | Asymptotics | Convolution equivalence | Gamma-like distribution | Risk measure | Tail moment | Statistische Verteilung | Statistical distribution | Risikomaß | Risiko | Risk | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049355