Record link: 
http://hdl.handle.net/20.500.12708/220427
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Title: 
On asymptotic expansions related to tail conditional expectation and other risk measures
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Citation: 
Hubalek, F. (2025, May 22). On asymptotic expansions related to tail conditional expectation and other risk measures [Conference Presentation]. Workshop Advances in Mathematical Finance 2025, Freiburg, Germany.
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Publication Type: 
Presentation - Conference Presentation
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Language: 
English
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Authors: 
Hubalek, Friedrich 
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Organisational Unit: 
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik 
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Date (published): 
22-May-2025
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Event name: 
Workshop Advances in Mathematical Finance 2025 
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Event date: 
21-May-2025 - 23-May-2025
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Event place: 
Freiburg, Germany
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Keywords: 
Cornish-Fisher expansion; risk measure; asymptotics; insurance cancellation calculations
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Research Areas: 
Mathematical Methods in Economics: 30%
Modeling and Simulation: 40%
Fundamental Mathematics Research: 30%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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