Pages that link to "Item:Q5505905"
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The following pages link to Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905):
Displaying 16 items.
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Two-part models for assessing misrepresentation on risk status (Q2066782) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- VaR is subject to a significant positive bias (Q2483870) (← links)
- Parameter uncertainty in exponential family tail estimation (Q2866003) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- Irrational Exuberance: Correcting Bias in Probability Estimates (Q5881099) (← links)
