Estimating conditional tail expectation with actuarial applications in view (Q947261): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jspi.2005.11.011 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JSPI.2005.11.011 / rank | |||
Normal rank | |||
Latest revision as of 09:18, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating conditional tail expectation with actuarial applications in view |
scientific article |
Statements
Estimating conditional tail expectation with actuarial applications in view (English)
0 references
29 September 2008
0 references
conditional tail expectation
0 references
quantile function
0 references
consistency
0 references
asymptotic normality
0 references
confidence intervals
0 references
Vervaat process
0 references
0 references
0 references
0 references
