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Search: subject:"Expected Proportional Shortfall"
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Asymptotically unbiased estimator
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Convergence in distribution
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Estimation theory
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Expected Proportional Shortfall
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Gamma generalized distribution
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Hypothesis testing
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Inequality
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Lorenz orders
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Measurement
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Messung
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Risiko
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Risk
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Schätztheorie
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Starshaped
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Statistischer Test
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Type I and II Beta generalized distributions
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expected proportional shortfall
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Aigner, Maximilian
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Belzunce, Félix
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Chavez-Demoulin, Valérie
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Pinar, José F.
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Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
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2
Comparison of concentration for several families of income distributions
Belzunce, Félix
;
Pinar, José F.
;
Ruiz, José M.
; …
- In:
Statistics & Probability Letters
83
(
2013
)
4
,
pp. 1036-1045
starshaped,
expected
proportional
shortfall
, and Lorenz orders. …
Persistent link: https://www.econbiz.de/10010662317
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