Measuring and comparing risks of different types
Maximilian Aigner, Valérie Chavez-Demoulin, Armelle Guillou
| Year of publication: |
2022
|
|---|---|
| Authors: | Aigner, Maximilian ; Chavez-Demoulin, Valérie ; Guillou, Armelle |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 102.2022, p. 1-21
|
| Subject: | β-mixing | Asymptotically unbiased estimator | Convergence in distribution | Expected Proportional Shortfall | Hypothesis testing | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Risiko | Risk | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271951