Quantifying and Correcting the Bias in Estimated Risk Measures
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Publication:5505905
DOI10.2143/AST.37.2.2024072zbMath1154.62378OpenAlexW4249401458MaRDI QIDQ5505905
Joseph H. T. Kim, Mary R. Hardy
Publication date: 28 January 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.37.2.2024072
Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
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