Pages that link to "Item:Q5715936"
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The following pages link to Empirical Estimation of Risk Measures and Related Quantities (Q5715936):
Displaying 50 items.
- On modeling count data: a comparison of some well-known discrete distributions (Q81685) (← links)
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Bounds for some general sums of random variables (Q631537) (← 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)
- 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)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Distribution of linear functions from ordered bivariate log-normal distribution (Q1928372) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Sensitivity analysis and tail variability for the Wang's actuarial index (Q2034162) (← links)
- Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables (Q2150894) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- New estimating equation approaches with application in lifetime data analysis (Q2393150) (← 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)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Credibility theory based on trimming (Q2445989) (← 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)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- A class of location-independent variability orders, with applications (Q3578673) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- AN EM ALGORITHM FOR FITTING A NEW CLASS OF MIXED EXPONENTIAL REGRESSION MODELS WITH VARYING DISPERSION (Q5119568) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
- Variance of the CTE Estimator (Q5716030) (← links)
- Generalized cumulative residual Tsallis entropy and its properties (Q6060700) (← 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)
