Nonparametric estimation of risk measures of collective risks (Q254501)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of risk measures of collective risks |
scientific article; zbMATH DE number 6551884
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric estimation of risk measures of collective risks |
scientific article; zbMATH DE number 6551884 |
Statements
Nonparametric estimation of risk measures of collective risks (English)
0 references
8 March 2016
0 references
aggregate risk
0 references
nonparametric estimation
0 references
Marcinkiewicz-Zygmund strong law
0 references
weak limit theorem
0 references
total claim distribution
0 references
convolution
0 references
law-invariant risk measure
0 references
nonuniform Berry-esséen inequality
0 references
Monte-Carlo simulations
0 references
0.8592780232429504
0 references
0.8273050785064697
0 references
0.8170368671417236
0 references
0.8093276023864746
0 references
