Using Model Averaging to Determine Suitable Risk Measure Estimates

DOI10.1080/10920277.2021.1911668zbMath1483.91205OpenAlexW3173268647MaRDI QIDQ5027908

Tatjana Miljkovic, Bettina Grün

Publication date: 7 February 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2021.1911668

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial mathematics (91G05)

Related Items (1)

The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures

Uses Software

• R
• multcomp
• pracma

Cites Work

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