Pages that link to "Item:Q2223161"

The following pages link to Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161):

Displaying 9 items.

• Robust estimator of distortion risk premiums for heavy-tailed losses (Q281455) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
• Robust estimation of the generalized Pareto distribution (Q1848521) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• Beyond tail median and conditional tail expectation: Extreme risk estimation using tail <i>L</i>^<i>p</i>‐optimization (Q5136967) (← links)
• Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)