Pages that link to "Item:Q5069508"
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The following pages link to ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508):
Displaying 12 items.
- High level quantile approximations of sums of risks (Q906345) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
- Improved inference on risk measures for univariate extremes (Q2170408) (← links)
- (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- (Q3463829) (← links)
- Estimation of Tail Risk Based on Extreme Expectiles (Q4607209) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
- Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval (Q6670087) (← links)
