A weighted estimation for risk model

DOI10.1155/2013/829131zbMath1458.62246OpenAlexW2083716757WikidataQ58999680 ScholiaQ58999680MaRDI QIDQ2510949

Ke Zhao, Mei Ling Huang

Publication date: 5 August 2014

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/829131

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Cites Work

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• A simple general approach to inference about the tail of a distribution
• Bootstrap methods: another look at the jackknife
• The weighted bootstrap
• A distribution estimation method based on level crossings
• Estimation of the Tail Probability of the Truncated Pareto Distribution
• Statistical inference for bounds of random variables
• Statistical Size Distributions in Economics and Actuarial Sciences
• Parameter Estimation for the Truncated Pareto Distribution
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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