| Title |
Asymptotic formulas for the Haezendonck–Goovaerts risk measure of sums with consistently varying increments |
| Authors |
Šiaulys, Jonas ; Dirma, Mantas ; Nakliuda, Neda ; Zanardelli, Luca |
| DOI |
10.3390/axioms15010020 |
| Full Text |
|
| Is Part of |
Axioms.. Basel : MDPI. 2026, vol. 15, iss. 1, art. no. 20, p. [1-31].. eISSN 2075-1680 |
| Keywords [eng] |
sum of random variables ; asymptotic independence ; tail-moment ; heavy tail ; consistently varying distribution ; Haezendonck–Goovaerts risk measure |
| Published |
Basel : MDPI |
| Type |
Journal article |
| Language |
English |
| Publication date |
2026 |
| CC license |
|
