Pages that link to "Item:Q1941213"
From MaRDI portal
The following pages link to Bias-corrected estimation in distortion risk premiums for heavy-tailed losses (Q1941213):
Displaying 9 items.
- Robust estimator of distortion risk premiums for heavy-tailed losses (Q281455) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- (Q3463829) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)