Pages that link to "Item:Q3505340"
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The following pages link to Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340):
Displaying 10 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy (Q609712) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Contrasting the Gini and Zenga indices of economic inequality (Q5128906) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Smoothed Quantiles for Measuring Discrete Risks (Q6110491) (← links)