Pages that link to "Item:Q2682980"
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The following pages link to Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980):
Displaying 10 items.
- Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Dependent conditional tail expectation for extreme levels (Q6204193) (← links)
- Asymptotics of the loss-based tail risk measures in the presence of extreme risks (Q6550185) (← links)
- Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
- Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)
