Robust estimator of distortion risk premiums for heavy-tailed losses (Q281455)
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scientific article; zbMATH DE number 6578995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimator of distortion risk premiums for heavy-tailed losses |
scientific article; zbMATH DE number 6578995 |
Statements
Robust estimator of distortion risk premiums for heavy-tailed losses (English)
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11 May 2016
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distortion risk premiums
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extreme values
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tail
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robustness
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