<div class="csl-bib-body">
<div class="csl-entry">Hubalek, F. (2025, May 22). <i>On asymptotic expansions related to tail conditional expectation and other risk measures</i> [Conference Presentation]. Workshop Advances in Mathematical Finance 2025, Freiburg, Germany.</div>
</div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/220427
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dc.language.iso
en
-
dc.subject
Cornish-Fisher expansion
en
dc.subject
risk measure
en
dc.subject
asymptotics
en
dc.subject
insurance cancellation calculations
en
dc.title
On asymptotic expansions related to tail conditional expectation and other risk measures
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Conference Presentation
-
tuw.publication.invited
invited
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tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C6
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Modeling and Simulation
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
30
-
tuw.researchTopic.value
40
-
tuw.researchTopic.value
30
-
tuw.publication.orgunit
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
tuw.event.name
Workshop Advances in Mathematical Finance 2025
en
tuw.event.startdate
21-05-2025
-
tuw.event.enddate
23-05-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Freiburg
-
tuw.event.country
DE
-
tuw.event.presenter
Hubalek, Friedrich
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
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wb.sciencebranch.oefos
5020
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
10
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wb.sciencebranch.value
20
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wb.sciencebranch.value
70
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item.openairetype
conference paper not in proceedings
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item.openairecristype
http://purl.org/coar/resource_type/c_18cp
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item.cerifentitytype
Publications
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item.languageiso639-1
en
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item.grantfulltext
none
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item.fulltext
no Fulltext
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crisitem.author.dept
E105-05 - Forschungsbereich Stochastische Finanz- und Versicherungsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
