Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks

Bibliographic Details
Title:	Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Authors:	Mao, Tiantian, Stupfler, Gilles, Yang, Fan
Superior Title:	In Insurance Mathematics and Economics July 2023 111:173-192
Database:	ScienceDirect

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