Pages that link to "Item:Q2499825"

The following pages link to On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825):

Displaying 23 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Uniform limit theorems for functions of order statistics (Q1030160) (← links)
• Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
• On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
• Tail expectile process and risk assessment (Q2278671) (← links)
• Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
• Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← links)
• Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
• Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
• Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
• AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251) (← links)
• Market pricing of longevity-linked securities (Q5003359) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)