The following pages link to Variance of the CTE Estimator (Q5716030):
Displayed 19 items.
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Top-down approaches for integrated risk management: how accurate are they? (Q1046070) (← links)
- Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- “Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009 (Q5029077) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures (Q6192614) (← links)