Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218)
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scientific article; zbMATH DE number 6991553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the distortion risk premium for heavy-tailed losses under serial dependence |
scientific article; zbMATH DE number 6991553 |
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Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (English)
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10 December 2018
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extreme value theory
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mixing processes
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tail index estimation
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