Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Alexandra Lauer, Henryk Zähle
| Year of publication: |
May 2017
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|---|---|
| Authors: | Lauer, Alexandra ; Zähle, Henryk |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 74.2017, p. 99-108
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| Subject: | Law-invariant risk measure | Collective risk | Nonparametric estimation | Bootstrap consistency | Weighted exchangeable bootstrap | Bootstrap-based bias correction | Value at Risk | Average Value at Risk | Bootstrap-Verfahren | Bootstrap approach | Risikomaß | Risk measure | Risiko | Risk | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Systematischer Fehler | Bias | Messung | Measurement | Nichtparametrische Schätzung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712409