Bias-corrected estimation in distortion risk premiums for heavy-tailed losses (Q1941213)
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scientific article; zbMATH DE number 6143376
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected estimation in distortion risk premiums for heavy-tailed losses |
scientific article; zbMATH DE number 6143376 |
Statements
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses (English)
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12 March 2013
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bias reduction
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high quantiles
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Hill estimator
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Lévy-stable distribution
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L-statistics
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order statistics
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second order regular variation
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tail index
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risk measure
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