On the Haezendonck-Goovaerts risk measure for extreme risks
Year of publication: |
2012
|
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Authors: | Tang, Qihe ; Fan, Yang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 1, p. 217-227
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Subject: | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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