Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
type: Item
instance of: scholarly article
title: Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
zbMATH Open document ID: 1290.62034
author: Abdelaziz Rassoul
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6306914
zbMATH Keywords: risk measure
zbMATH Keywords: CTE
zbMATH Keywords: heavy tails
zbMATH Keywords: kernel
zbMATH Keywords: Hill estimator
zbMATH Keywords: extreme quantile
zbMATH Keywords: reduced bias
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.09.004
OpenAlex ID: W2079962093
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DOI: 10.1016/J.INSMATHECO.2013.09.004
description: scientific article; zbMATH DE number 6306914