Pages that link to "Item:Q5715936"
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The following pages link to Empirical Estimation of Risk Measures and Related Quantities (Q5715936):
Displayed 9 items.
- On modeling count data: a comparison of some well-known discrete distributions (Q81685) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- Variance of the CTE Estimator (Q5716030) (← links)