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Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing; Peng, Liang - In: Insurance / Mathematics & economics 68 (2016), pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
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Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
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Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi; Wang, Xing - In: Insurance / Mathematics & economics 89 (2019), pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
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Haezendonck-Goovaerts risk measure with a heavy tailed loss
Liu, Qing; Peng, Liang; Wang, Xing - In: Insurance / Mathematics & economics 76 (2017), pp. 28-47
Persistent link: https://www.econbiz.de/10011774767