Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the distortion risk premium for heavy-tailed losses under serial dependence |
scientific article; zbMATH DE number 6991553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the distortion risk premium for heavy-tailed losses under serial dependence |
scientific article; zbMATH DE number 6991553 |
Statements
Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (English)
0 references
10 December 2018
0 references
extreme value theory
0 references
mixing processes
0 references
tail index estimation
0 references
0 references
