Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Xing Wang, Qing Liu, Yanxi Hou and Liang Peng
| Year of publication: |
August-December 2018
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| Authors: | Wang, Xing ; Liu, Qing ; Hou, Yanxi ; Peng, Liang |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 8, p. 661-680
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| Subject: | Asymptotic distribution | Haezendonck-Goovaerts risk measure | mixing sequence | nonparametric estimate | sensitivity analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Sensitivitätsanalyse | Sensitivity analysis | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2018.1429299 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011939722