Nonparametric estimation of the risk premium in case of the standard deviation principle

DOI10.1007/BF02808228zbMath0817.62088MaRDI QIDQ4699069

Michael Weba

Publication date: 3 July 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceasymptotic distributionvariancebiasstandard deviation principlerisk premium

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Representations for bias and variance of the sample standard deviation
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