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scientific article
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scientific article

    Statements

    author
    Li-Min Wen
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    Jing Fang
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    Guo-ping Mei
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    publication date
    28 October 2015
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    zbMATH Keywords
    Esscher risk measure
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    estimation
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    consistency
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    asymptotic normality
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62G05
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    62G20
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    zbMATH DE Number
    6501138
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