Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933): Difference between revisions

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+Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
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+Modeling loss data using composite models
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+Generalized quantiles as risk measures
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+On Bartlett correction of empirical likelihood in the presence of nuisance parameters
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+Smoothed empirical likelihood confidence intervals for quantiles
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+Modeling actuarial data with a composite lognormal-Pareto model
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+Empirical likelihood is Bartlett-correctable
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+Methodology and Algorithms of Empirical Likelihood
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+Hedging and Reserving for Single-Premium Segregated Fund Contracts
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+Variance of the CTE Estimator
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+Empirical Estimation of Risk Measures and Related Quantities
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+Estimating the Variance of Bootstrapped Risk Measures
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+External Risk Measures and Basel Accords
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+Comparative and qualitative robustness for law-invariant risk measures
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+Adjusted empirical likelihood with high-order precision
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+New composite models for the Danish fire insurance data
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+Asymmetric Least Squares Estimation and Testing
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Q2756704
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+Jackknife empirical likelihood method for some risk measures and related quantities
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+Empirical likelihood inference for Haezendonck-Goovaerts risk measure
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+Empirical likelihood and general estimating equations
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+Modeling with Weibull-Pareto Models
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+Empirical Approach for Optimal Reinsurance Design
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+Inference for intermediate Haezendonck-Goovaerts risk measure
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+Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure
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+COHERENCE AND ELICITABILITY
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