Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure
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DOI: 10.1016/j.spl.2020.108998
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Keywords
Asymptotic independence; Tail moment; Heavy tails; Dominatedly varying distribution; Sum of random variables; Haezendonck–Goovaerts risk measure;All these keywords.
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