Estimating conditional tail expectation with actuarial applications in view (Q947261): Difference between revisions

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-.1016/j.jspi.2005.11.011
@@ Property / DOI: 10.1016/j.jspi.2005.11.011 / rank @@
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@@ Property / author @@
+Madan Lal Puri
@@ Property / author: Madan Lal Puri / rank @@
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+W1968723219
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@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
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@@ Property / DOI @@
+.1016/J.JSPI.2005.11.011
@@ Property / DOI: 10.1016/J.JSPI.2005.11.011 / rank @@
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