Conditional Tail Moments of the Exponential Family and Its Related Distributions

DOI10.1080/10920277.2010.10597585zbMath1219.91071MaRDI QIDQ3088974

Joseph H. T. Kim

Publication date: 23 August 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2010.10597585

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

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