@unpublished{elmethni:hal-01145417, TITLE = {{Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions}}, AUTHOR = {El Methni, Jonathan and Stupfler, Gilles}, URL = {https://hal.science/hal-01145417}, NOTE = {working paper or preprint}, YEAR = {2015}, MONTH = Dec, KEYWORDS = {asymptotic normality ; conditional tail moment ; heavy-tailed distribution ; extreme-value statistics ; distortion risk measure}, PDF = {https://hal.science/hal-01145417v2/file/ExtremeRisk.pdf}, HAL_ID = {hal-01145417}, HAL_VERSION = {v2}, }