Variance-reduced risk inference in semi-supervised settings

DOI10.1080/03461238.2025.2587657MaRDI QIDQ7324612zbMATH OpenFDO

Authors John H. J. Einmahl, Liang Peng

Publication date 4 September 2026

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2025.2587657

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

• A new premium calculation principle based on Orlicz norms
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
• Extreme Value Statistics in Semi-Supervised Models
• scientific article; zbMATH DE number 2188315 (Why is no real title available?)
• Improved estimation of the extreme value index using related variables
• Improved regression inference using a second overlapping regression model
• Inference for intermediate Haezendonck-Goovaerts risk measure
• Jackknife empirical likelihood method for some risk measures and related quantities
• The Dual Theory of Choice under Risk

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