Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968)
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scientific article; zbMATH DE number 6901753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions |
scientific article; zbMATH DE number 6901753 |
Statements
Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (English)
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11 July 2018
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risk measure
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bias reduction
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Hill estimator
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high quantile
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tail index
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second-order regular variation
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extreme value
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