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1
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:
2
Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
Saved in:
3
Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
Rassoul, Abdelaziz
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 698-703
Persistent link: https://www.econbiz.de/10010227902
Saved in:
4
Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd
;
Ling, Chengxiu
;
Peng, Zuoxiang
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
Saved in:
5
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn
;
Shyamalkumar, Nariankadu D.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
Saved in:
6
Nonparametric estimation of operational value-at-risk (OpVaR)
Tursunalieva, Ainura
;
Silvapulla, Param
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 194-201
Persistent link: https://www.econbiz.de/10011530959
Saved in:
7
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Tang, Qihe
;
Yang, Fan
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 311-320
Persistent link: https://www.econbiz.de/10010469980
Saved in:
8
Second order risk aggregation with the Bernstein copula
Coqueret, Guillaume
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 150-158
Persistent link: https://www.econbiz.de/10010437578
Saved in:
9
Estimating value at risk of portfolio by conditional copula-GARCH method
Huang, Jen-jsung
;
Lee, Kuo-jung
;
Liang, Hueimei
;
Lin, Wei-fu
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 315-324
Persistent link: https://www.econbiz.de/10009517562
Saved in:
10
Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing
;
Peng, Liang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
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