Estimating conditional tail expectation with actuarial applications in view (Q947261)
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scientific article; zbMATH DE number 5348349
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| default for all languages | No label defined |
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| English | Estimating conditional tail expectation with actuarial applications in view |
scientific article; zbMATH DE number 5348349 |
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Estimating conditional tail expectation with actuarial applications in view (English)
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29 September 2008
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conditional tail expectation
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quantile function
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consistency
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asymptotic normality
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confidence intervals
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Vervaat process
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0.8598210215568542
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0.8102334141731262
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0.8097658157348633
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0.8020462989807129
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0.7995628118515015
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