Pages that link to "Item:Q2492171"
From MaRDI portal
The following pages link to Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171):
Displaying 13 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy (Q609712) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (Q2002944) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
