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scientific article; zbMATH DE number 7029065
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scientific article; zbMATH DE number 7029065

    Statements

    author
    Dongqiong Zhou
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    Zhi-Qiang Liu
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    Li-Min Wen
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    publication date
    22 February 2019
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    Mathematics Subject Classification ID
    91B30
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    62P05
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    62F15
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    62F12
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    zbMATH DE Number
    7029065
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    zbMATH Keywords
    value at risk
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    risk measure
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    credibility estimator
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    strong consistency
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    asymptotic normality
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