Pages that link to "Item:Q2384453"

The following pages link to Risk measures, distortion parameters, and their empirical estimation (Q2384453):

Displaying 50 items.

• Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
• Nonparametric estimation of risk measures of collective risks (Q254501) (← links)
• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
• Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
• Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
• Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
• Uniform limit theorems for functions of order statistics (Q1030160) (← links)
• Risk measures and insurance premium principles. (Q1413286) (← links)
• Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
• Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
• Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime (Q1941211) (← links)
• Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (Q2002944) (← links)
• Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
• Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
• Stochastic comparisons of distorted variability measures (Q2276253) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
• On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
• Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
• Loading monotonicity of weighted premiums, and total positivity properties of weight functions (Q2633749) (← links)
• Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
• (Q3463829) (← links)
• GENERALIZING DUTCH RISK MEASURES THROUGH IMPRECISE PREVISIONS (Q3629764) (← links)
• Asymptotic consistency of risk functionals (Q3648630) (← links)
• ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928) (← links)
• Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
• Capital Allocation Using the Bootstrap (Q5168712) (← links)
• Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)
• A robust estimator of the proportional hazard transform for massive data (Q6075443) (← links)
• Smoothed Quantiles for Measuring Discrete Risks (Q6110491) (← links)
• A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)
• Generalized PELVE and applications to risk measures (Q6173891) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)