Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants
Year of publication: |
2022
|
---|---|
Authors: | Gribkova, N. V. ; Su, J. ; Zitikis, R. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 199-222
|
Subject: | Capital allocations | Marginal expected shortfall | Compound sums | Order statistics | Concomitants | Theorie | Theory | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
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