Publication:4625508

zbMath1424.91074MaRDI QIDQ4625508

Li-Min Wen, Zhi-Qiang Liu, Dongqiong Zhou

Publication date: 22 February 2019

zbMATH Keywords

asymptotic normality; risk measure; strong consistency; value at risk; credibility estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

62F15: Bayesian inference