Parameter Uncertainty in Exponential Family Tail Estimation
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Publication:2866003
DOI10.2143/AST.42.1.2160738zbMath1277.91087OpenAlexW3125181944MaRDI QIDQ2866003
Zinoviy Landsman, Andreas Tsanakas
Publication date: 12 December 2013
Full work available at URL: https://www.researchgate.net/profile/Andreas_Tsanakas/publication/228202169_Parameter_Uncertainty_in_Exponential_Family_Tail_Estimation/links/02bfe50e4023ceb69d000000.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40)
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