Pages that link to "Item:Q254501"
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The following pages link to Nonparametric estimation of risk measures of collective risks (Q254501):
Displaying 6 items.
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Nonparametric density estimation and risk quantification from tabulated sample moments (Q2681457) (← links)
- The nonparametric estimation of risk premium under variance related premium principle (Q2990499) (← links)
- Nonparametric estimation of production risk and risk preference functions (Q3573031) (← links)