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

DOI10.1080/10920277.2022.2141781OpenAlexW4311126412MaRDI QIDQ6192614

Tatjana Miljkovic, Bettina Grün

Publication date: 13 February 2024

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

Full work available at URL: https://doi.org/10.1080/10920277.2022.2141781

zbMATH Keywords

value at riskconditional tail expectationinsurance loss

Mathematics Subject Classification ID

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

Cites Work

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