Inference for intermediate Haezendonck-Goovaerts risk measure
Xing Wang, Liang Peng (Department of Risk Management and Insurance, Georgia State University, Atlanta, GA, USA)
| Year of publication: |
May 2016
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|---|---|
| Authors: | Wang, Xing ; Peng, Liang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 231-240
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| Subject: | Empirical likelihood method | Haezendonck-Goovaerts risk measure | Intermediate quantiles | Nonparametric estimation | Wilks theorem | Risikomaß | Risk measure | Risiko | Risk | Nichtparametrisches Verfahren | Nonparametric statistics | Messung | Measurement | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |