Parameter uncertainty in exponential family tail estimation (Q2866003)
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scientific article; zbMATH DE number 6237800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parameter uncertainty in exponential family tail estimation |
scientific article; zbMATH DE number 6237800 |
Statements
12 December 2013
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reinsurance pricing
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value at risk
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parameter uncertainty
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bias
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bootstrap
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exponential families
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Parameter uncertainty in exponential family tail estimation (English)
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0.7557191252708435
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0.7542381882667542
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0.7500261068344116
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0.7383230328559875
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