
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Keywords: حداکثر دامنه جاذبه; primary; 62P05; secondary; 60G70; 91B82; 62E20; Asymptotics; (extended)Â regular variation; Haezendonck-Goovaerts risk measure; Max-domain of attraction; Young function;