Asymptotic results for conditional measures of association of a random sum
Alexandru V. Asimit; Yiqing Chen
| Year of publication: |
2015
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Chen, Yiqing |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 11-18
|
| Subject: | Extreme Value Theory | Long-tailed distribution | Gumbel tail | Kendall's tau | Order statistics | Pearson product-moment correlation coefficient | Regular variation | Spearman's rho | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Ausreißer | Outliers | Schätztheorie | Estimation theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010484845