The following pages link to On robustness in risk theory (Q5956044):
Displaying 16 items.
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- The robustness case for proportional liability (Q1674996) (← links)
- A problem of robustness theory (Q1841059) (← links)
- Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model (Q2397855) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- (Q3734872) (← links)
- Minimum cramér-von mises distance methods for complete and grouped data (Q4337325) (← links)
- SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL (Q4563785) (← links)
- Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed (Q5019753) (← links)
- Robust and Efficient Fitting of Loss Models (Q5029075) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- Efficient and Robust Fitting of Lognormal Distributions (Q5715897) (← links)
- ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS (Q5745195) (← links)
