Stability properties of Haezendonck-Goovaerts premium principles
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Cited by:
- Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022. "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Niushan Gao & Foivos Xanthos, 2024. "A note on continuity and asymptotic consistency of measures of risk and variability," Papers 2405.09766, arXiv.org, revised Oct 2024.
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