Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
type: Item
instance of: scholarly article
title: Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
zbMATH Open document ID: 1416.62587
author: Bruce L. Jones
author: Ričardas Zitikis
published in: Metron
publication date: 2019-07-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62N03
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7080422
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: bootstrap
zbMATH Keywords: distortion function
zbMATH Keywords: \(L\)-statistics
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: parametric estimation
zbMATH Keywords: proportional hazards transform
zbMATH Keywords: risk measures
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 7080422