Jackknife empirical likelihood method for some risk measures and related quantities
Liang Peng; Yongcheng Qi; Ruodu Wang; Jingping Yang
| Year of publication: |
2012
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|---|---|
| Authors: | Peng, Liang ; Qi, Yongcheng ; Wang, Ruodu ; Yang, Jingping |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 142-150
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| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | 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/10009558177