Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (Q2002944)
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scientific article; zbMATH DE number 7080422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science |
scientific article; zbMATH DE number 7080422 |
Statements
Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (English)
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12 July 2019
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asymptotic distribution
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bootstrap
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distortion function
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\(L\)-statistics
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nonparametric estimation
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parametric estimation
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proportional hazards transform
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risk measures
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