Pages that link to "Item:Q947261"

The following pages link to Estimating conditional tail expectation with actuarial applications in view (Q947261):

Displaying 43 items.

• A joint quantile and expected shortfall regression framework (Q62993) (← links)
• Large-sample confidence intervals for risk measures of location-scale families (Q419329) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
• Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
• Weighted premium calculation principles (Q939390) (← links)
• Uniform limit theorems for functions of order statistics (Q1030160) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
• Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• Stochastic quasigradient algorithm to minimize the function of integral quantile (Q2261707) (← links)
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
• Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
• CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
• Credibility theory based on trimming (Q2445989) (← links)
• Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
• Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
• Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
• Estimation methods for expected shortfall (Q2879025) (← links)
• Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
• An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
• Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
• Economic Capital Allocations for Non-negative Portfolios of Dependent Risks (Q3634593) (← links)
• Asymptotic consistency of risk functionals (Q3648630) (← links)
• Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (Q4563411) (← links)
• Interval Estimation of Actuarial Risk Measures (Q5018749) (← 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)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
• Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
• Capital Allocation Using the Bootstrap (Q5168712) (← links)
• Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192) (← links)
• Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
• Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
• Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)
• Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)