“Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003
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Publication:5715985
DOI10.1080/10920277.2004.10596155zbMATH Open1085.62504OpenAlexW2093941591MaRDI QIDQ5715985FDOQ5715985
Authors:
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2004.10596155
Cited In (9)
- Interval estimation of actuarial risk measures
- A modified functional delta method and its application to the estimation of risk functionals
- Risk measures, distortion parameters, and their empirical estimation
- Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases?
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
- Smoothed Quantiles for Measuring Discrete Risks
- Modeling severity and measuring tail risk of Norwegian fire claims
- Weighted premium calculation principles
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions
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