Pages that link to "Item:Q3067088"
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The following pages link to Estimating the Variance of Bootstrapped Risk Measures (Q3067088):
Displaying 5 items.
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
