Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857)
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scientific article; zbMATH DE number 6722900
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| English | Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks |
scientific article; zbMATH DE number 6722900 |
Statements
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (English)
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24 May 2017
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law-invariant risk measure
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collective risk
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nonparametric estimation
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bootstrap consistency
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weighted exchangeable bootstrap
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bootstrap-based bias correction
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value at risk
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average value at risk
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0.8592780232429504
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0.8183003067970276
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0.7911637425422668
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0.7725372910499573
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0.7666343450546265
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