Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804)
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scientific article; zbMATH DE number 7901376
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| English | Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions |
scientific article; zbMATH DE number 7901376 |
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Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (English)
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26 August 2024
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conditional tail expectation
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heavy-tailed distributions
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asymptotic normality
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risk measures
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premium principle
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extreme-value statistics
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