Bounds for the bias of the empirical CTE
type: Item
instance of: scholarly article
title: Bounds for the bias of the empirical CTE
zbMATH Open document ID: 1231.91231
author: Ralph P. Russo
author: Nariankadu D. Shyamalkumar
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6004764
zbMATH Keywords: conditional tail expectation
zbMATH Keywords: tail var
zbMATH Keywords: tvar
zbMATH Keywords: empirical CTE
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2010.08.001
OpenAlex ID: W2045831570
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DOI: 10.1016/J.INSMATHECO.2010.08.001
description: scientific article; zbMATH DE number 6004764