Credibility estimation based on risk measure of value at risk (Q4625508)
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scientific article; zbMATH DE number 7029065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credibility estimation based on risk measure of value at risk |
scientific article; zbMATH DE number 7029065 |
Statements
22 February 2019
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value at risk
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risk measure
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credibility estimator
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strong consistency
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asymptotic normality
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0.8238817453384399
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0.8171076774597168
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0.8063046932220459
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0.7749547362327576
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