Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses

DOI10.1080/10920277.2023.2285976MaRDI QIDQ6640258

Ričardas Zitikis, Vytaras Brazauskas, Unnamed Author

Publication date: 18 November 2024

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

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Unnamed Item
• A fractional order statistic towards defining a smooth quantile function for discrete data
• Non-parametric detection of meaningless distances in high dimensional data
• A nonparametric approach to calculating value-at-risk
• Coherent Measures of Risk
• Approximation Theorems of Mathematical Statistics
• Actuarial Modelling of Claim Counts
• A new distribution-free quantile estimator
• Fractional Order Statistics, with Applications
• Mixed Models
• Quantiles for Counts
• Smoothed Quantiles for Measuring Discrete Risks

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