The statistical analysis of risk measure in Pareto risk model

DOI10.16357/J.CNKI.ISSN1000-5862.2021.02.16MaRDI QIDQ5017018zbMATH OpenFDO

Authors

Publication date 17 December 2021

zbMATH Keywords

asymptotic normalityconsistencyvalue at riskrisk measure

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Risk models (general) (91B05)

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(7)

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