of the CTE are seriously biased under the second-order regular variation framework. To reduce the bias, many authors … expectation (CTE) for a heavy-tailed distribution when the second moment is infinite. It is well known that classical estimators … proposed the use of so-called second-order reduced bias estimators for both first-order and second-order tail parameters. In …

A new method to estimate longevity risk based on the kernel estimation of the extreme quantiles of truncated age … estimation of extreme quantiles of age-at-death conditional on having survived a certain age is fundamental for evaluating the …