Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987)
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scientific article; zbMATH DE number 7648742
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| English | Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants |
scientific article; zbMATH DE number 7648742 |
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Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (English)
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1 February 2023
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capital allocations
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marginal expected shortfall
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compound sums
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order statistics
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concomitants
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0.7989649176597595
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0.7741924524307251
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0.771194338798523
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0.768747091293335
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0.7562748193740845
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