Estimating conditional tail expectation with actuarial applications in view (Q947261)

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scientific article; zbMATH DE number 5348349
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Estimating conditional tail expectation with actuarial applications in view
scientific article; zbMATH DE number 5348349

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    Estimating conditional tail expectation with actuarial applications in view (English)
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    29 September 2008
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    conditional tail expectation
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    quantile function
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    consistency
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    asymptotic normality
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    confidence intervals
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    Vervaat process
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