A stop-loss risk index
10.1016/j.insmatheco.2003.12.003
Saved in:
Main Authors: | Wei, W., Yatracos, Y. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/104978 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Moment identities and a right tail index in insurance
by: WANG WEI
Published: (2010) -
TERES: Tail Event Risk Expectile Shortfall
by: MIHOCI, Andrija, et al.
Published: (2020) -
Root-n consistency of intercept estimators in a binary response model under tail restrictions
by: TAN, Lili, et al.
Published: (2018) -
An empirical model for predicting hydraulic conductivity of mine tailings
by: Adajar, Mary Ann Q., et al.
Published: (2014) -
Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
by: Chan, H.P., et al.
Published: (2014)