Tail distortion risk and its asymptotic analysis
Year of publication: |
2012
|
---|---|
Authors: | Zhu, Li ; Li, Haijun |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 51.2012, 1, p. 115-121
|
Publisher: |
Elsevier |
Subject: | Distortion risk measure | Regular variation | Tail risk | Tail conditional expectation |
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