The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures
Bettina Grün and Tatjana Miljkovic
| Year of publication: |
2023
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|---|---|
| Authors: | Grün, Bettina ; Miljkovic, Tatjana |
| Published in: |
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science. - Chicago, Ill. : [Verlag nicht ermittelbar], ISSN 2325-0453, ZDB-ID 2097702-5. - Vol. 27.2023, 4, p. 731-750
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Risiko | Risk | Automatisierung | Automation | Risikomaß | Risk measure | Messung | Measurement |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10920277.2022.2141781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444116