A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
DOI10.1007/S00780-010-0126-8zbMATH Open1226.91086OpenAlexW2084135502MaRDI QIDQ650771FDOQ650771
Authors: Peter Grandits, Grigory Temnov 
Publication date: 27 November 2011
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-010-0126-8
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Cites Work
- Maximum Likelihood Estimation of Misspecified Models
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- Estimating tails of probability distributions
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
- Probability with Martingales
- Note on the Consistency of the Maximum Likelihood Estimate
- Title not available (Why is that?)
- On the impact of hidden trends for a compound Poisson model with Pareto-type claims
- Maximum Likelihood Estimation with the Weibull Model
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