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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"INFORMS journal on computing : JOC"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Fung, Tsz Chai"
~person:"Han, Bin"
~person:"Lauer, Alexandra"
~subject:"M-estimator"
~subject:"Multimodal distribution"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
M-estimator
Multimodal distribution
Regression analysis
Estimation theory
4
Schätztheorie
4
Bootstrap-Verfahren
2
Mathematical programming
2
Mathematische Optimierung
2
Regressionsanalyse
2
Actuarial mathematics
1
Average Value at Risk
1
Bayesian linear regression
1
Bias
1
Bootstrap consistency
1
Bootstrap-based bias correction
1
Claim occurrence probability
1
Collective risk
1
Generalized expectation-maximization algorithm
1
Insurance loss
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Law-invariant risk measure
1
Learning process
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Lernprozess
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Logistic regression
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Longitudinal data
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Measurement
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Messung
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Nichtparametrisches Verfahren
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Nonparametric estimation
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Nonparametric statistics
1
Probability theory
1
Random truncation
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Random weighted bootstrap
1
Regularly varying function
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Fung, Tsz Chai
Han, Bin
Lauer, Alexandra
Chen, Yu
2
Park, Young Woong
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Peng, Liang
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Verrall, Richard
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Wüthrich, Mario V.
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Albrecher, Hansjörg
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Ang, Zi Qing
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Defourny, Boris
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Devriendt, Sander
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Du, Simon S.
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Fissler, Tobias
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Gao, Guangyuan
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Genest, Christian
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Hartman, Brian
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Hu, Jie
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ASTIN bulletin : the journal of the International Actuarial Association
INFORMS journal on computing : JOC
Insurance / Mathematics & economics
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
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ECONIS (ZBW)
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1
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
2
Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
Saved in:
3
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Lauer, Alexandra
;
Zähle, Henryk
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 99-108
Persistent link: https://www.econbiz.de/10011712409
Saved in:
4
Optimal learning in linear regression with combinatorial feature selection
Han, Bin
;
Ryzhov, Ilya O.
;
Defourny, Boris
- In:
INFORMS journal on computing : JOC
28
(
2016
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10011617596
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