Pages that link to "Item:Q3632409"
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The following pages link to TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE (Q3632409):
Displayed 14 items.
- The cumulative quantile regression function with censored and truncated response (Q498610) (← links)
- Composing the cumulative quantile regression function and the Goldie concentration curve (Q631634) (← links)
- Gini's multiple regressions: two approaches and their interaction (Q649518) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- The cumulative quantile regression function with censored and truncated covariate (Q1933356) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- On the cumulative quantile regression process (Q2437879) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- Validation of positive expectation dependence (Q4578064) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
