Pages that link to "Item:Q1775992"
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The following pages link to Estimating the mean of heavy-tailed distributions (Q1775992):
Displaying 7 items.
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Point process-based Monte Carlo estimation (Q517403) (← links)
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks (Q609728) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
