Pages that link to "Item:Q2002944"
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The following pages link to Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (Q2002944):
Displaying 13 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Tests for Laplace order dominance with applications to insurance data (Q2038232) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- \(L_p\)-metric under the location-independent risk ordering of random variables (Q2514631) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- A robust estimator of the proportional hazard transform for massive data (Q6075443) (← links)
- Smoothed Quantiles for Measuring Discrete Risks (Q6110491) (← links)