Statistical inference for tail-based cumulative residual entropy
Hongfang Sun, Yu Chen, Taizhong Hu
| Year of publication: |
2022
|
|---|---|
| Authors: | Sun, Hongfang ; Chen, Yu ; Hu, Taizhong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 66-95
|
| Subject: | Extreme value theory | Measure of variability | Premium principle | Survival copula | Tail risk | Tail-based cumulative residual entropy | Entropie | Entropy | Theorie | Theory | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198327