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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Qin, Jing"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Stochastischer Prozess
Volatility
Risk measure
Statistische Verteilung
Estimation theory
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Statistical distribution
3
Ausreißer
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Pareto-type distribution
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Reinsurance
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Rückversicherung
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Tail index
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Capital income
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Conditional tail moment
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Density power divergence
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric estimation
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Order statistics
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Pickands dependence function
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Probability theory
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Risikomodell
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Risk premium
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Qin, Jing
Guillou, Armelle
6
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4
Kim, Joseph H. T.
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Peng, Liang
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Insurance / Mathematics & economics
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Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
2
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
3
Robust estimation of the Pickands dependence function under random right censoring
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 101-114
Persistent link: https://www.econbiz.de/10012058926
Saved in:
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