Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.09.004
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+W2079962093
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@@ Property / cites work @@
+Tail index estimation and an exponential regression model
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+Estimating conditional tail expectation with actuarial applications in view
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+Kernel estimates of the tail index of a distribution
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