基于正则变换条件下的尾部失真风险度量的渐近行为  

Asymptotic Behavior of Tail Distortion Risk Measures Based on Regular Transformation Conditions

作　　者：李昱萱 陈守全[1] LI Yuxuan;CHEN Shouquan(School of Mathematics and Statistics,Southwest University,Chongqing 400715,China)

机构地区：[1]西南大学数学与统计学院,重庆400715

出　　处：《西南师范大学学报（自然科学版）》2023年第3期61-65,共5页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：本文对在正则变换条件下的失真风险度量的尾部进行了讨论,得到了该尾部失真风险度量的一些渐近性质.In this paper,we discuss the tail of the distortion risk measure under the regular transformation condition and obtain some asymptotic properties of this tail distortion risk measure.

关 键 词：极值理论 失真风险度量 尾部失真风险度量 极值吸引场 广义正则变换 

分 类 号：O211.4[理学—概率论与数理统计]