Estimating conditional tail expectation with actuarial applications in view (Q947261): Difference between revisions
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scientific article
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English | Estimating conditional tail expectation with actuarial applications in view |
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Estimating conditional tail expectation with actuarial applications in view (English)
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29 September 2008
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conditional tail expectation
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quantile function
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consistency
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asymptotic normality
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confidence intervals
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Vervaat process
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