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Comput."],"published-print":{"date-parts":[[2020,10]]},"abstract":"<jats:p> In this paper, we study several asymptotic behaviors of the estimators of convex and coherent entropic risk measures. First, the moderate deviation principles of the estimators are given. Second, the central limit theorems of the estimators are given. Finally, several simulation results are given to support our main conclusions. <\/jats:p>","DOI":"10.1142\/s1793962320500440","type":"journal-article","created":{"date-parts":[[2020,6,30]],"date-time":"2020-06-30T15:02:00Z","timestamp":1593529320000},"page":"2050044","source":"Crossref","is-referenced-by-count":0,"title":["Asymptotic behavior of estimators of entropic risk measures under asymmetric Laplace law"],"prefix":"10.1142","volume":"11","author":[{"given":"Jun","family":"Yan","sequence":"first","affiliation":[{"name":"Department of Mathematical Science, YangZhou University, Yangzhou, Jiangsu, P. R. 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