Pages that link to "Item:Q5018749"
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The following pages link to Interval Estimation of Actuarial Risk Measures (Q5018749):
Displaying 6 items.
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families (Q4960578) (← links)
- Robust and Efficient Fitting of Loss Models (Q5029075) (← links)
- Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
