Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Year of publication: |
May 2017
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Authors: | Lauer, Alexandra ; Zähle, Henryk |
Published in: |
Insurance. - 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 |
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