Explicit expressions for moments of Pareto order statistics

DOI10.1080/14697680902927894zbMath1194.91203OpenAlexW4253547930MaRDI QIDQ3577147

Saralees Nadarajah

Publication date: 5 August 2010

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680902927894

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Statistical inference using extreme order statistics
• Computing the moments of order statistics from nonidentical random variables
• Inference and Prediction for a General Order Statistic Model With Unknown Population Size
• Statistical Size Distributions in Economics and Actuarial Sciences
• RECURRENCE RELATIONS FOR SINGLE AND PRODUCT MOMENTS OF GENERALIZED ORDER STATISTICS FROM PARETO, GENERALIZED PARETO, AND BURR DISTRIBUTIONS
• Premium Calculation for Fat-tailed Risk
• On the theory of order statistics
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