zbMath1424.91074MaRDI QIDQ4625508
Li-Min Wen, Zhi-Qiang Liu, Dongqiong Zhou
Publication date: 22 February 2019
zbMATH Keywords
asymptotic normalityrisk measurestrong consistencyvalue at riskcredibility estimator
Mathematics Subject Classification ID
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)