Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968): Difference between revisions

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Latest revision as of 02:20, 16 July 2024

scientific article; zbMATH DE number 6901753
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English
Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions
scientific article; zbMATH DE number 6901753

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    Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (English)
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    11 July 2018
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    risk measure
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    bias reduction
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    Hill estimator
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    high quantile
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    tail index
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    second-order regular variation
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    extreme value
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