Pages that link to "Item:Q3653517"
From MaRDI portal
The following pages link to A Note on Nonparametric Estimation of the CTE (Q3653517):
Displayed 7 items.
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)