Interval Estimation of Actuarial Risk Measures

DOI10.1080/10920277.2006.10597425zbMath1480.91214OpenAlexW2076962200MaRDI QIDQ5018749

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Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10597425

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (7)

Smoothed Quantiles for Measuring Discrete Risks ⋮ The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures ⋮ Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims ⋮ Jackknife empirical likelihood method for some risk measures and related quantities ⋮ Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families ⋮ Robust fitting of claim severity distributions and the method of trimmed moments ⋮ Robust and Efficient Fitting of Loss Models

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