Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
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Publication:2015636
DOI10.1016/j.insmatheco.2013.09.004zbMath1290.62034OpenAlexW2079962093MaRDI QIDQ2015636
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.09.004
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