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
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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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