scientific article; zbMATH DE number 1449653

MaRDI QIDQ4955691zbMATH OpenFDO

Authors Stefan Huschens

Publication date 21 May 2000

zbMATH Keywords

asymptotic varianceexact confidence intervalsnormal distributionquantile estimationvalue at risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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