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Haezendonck–Goovaerts risk measures and Orlicz quantiles

Fabio Bellini, Emanuela Rosazza Gianin

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Source: Crossref

Published: Jul 1, 2012

DOI: 10.1016/j.insmatheco.2012.03.005

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Haezendonck–Goovaerts risk measures and Orlicz quantiles — Mathematical Frontier Network