Nonparametric inference for distortion risk measures on tail regions
type: Item
instance of: scholarly article
title: Nonparametric inference for distortion risk measures on tail regions
zbMATH Open document ID: 1427.91300
author: Yanxi Hou
author: Xing Wang
published in: Insurance Mathematics \& Economics
publication date: 2019-11-28T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 7138030
zbMATH Keywords: distortion risk measure
zbMATH Keywords: copula
zbMATH Keywords: extreme value theory
zbMATH Keywords: tail risk analysis
zbMATH Keywords: nonparametric method
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2019.09.003
OpenAlex ID: W2974952959
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Wikidata QID: Q127217709
DOI: 10.1016/J.INSMATHECO.2019.09.003
description: scientific article; zbMATH DE number 7138030