Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants |
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Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (English)
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1 February 2023
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capital allocations
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marginal expected shortfall
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compound sums
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order statistics
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concomitants
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