Nonparametric estimation of risk measures of collective risks (Q254501)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of risk measures of collective risks |
scientific article |
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Nonparametric estimation of risk measures of collective risks (English)
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8 March 2016
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aggregate risk
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nonparametric estimation
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Marcinkiewicz-Zygmund strong law
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weak limit theorem
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total claim distribution
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convolution
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law-invariant risk measure
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nonuniform Berry-esséen inequality
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Monte-Carlo simulations
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