Risk measures, distortion parameters, and their empirical estimation (Q2384453): Difference between revisions
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Revision as of 22:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures, distortion parameters, and their empirical estimation |
scientific article |
Statements
Risk measures, distortion parameters, and their empirical estimation (English)
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21 September 2007
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Premium principle
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risk measure
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distortion parameter
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consistency
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asymptotic distribution
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confidence interval
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proportional hazards transform
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Wang transform
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conditional tail expectation
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Vervaat process
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