Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution-Reference-Cited by-同舟云学术

Robust Estimator of Conditional Tail Expectation of Pareto-Type Distribution

Published:2021-01-03 Issue:1 Volume:15 Page:
ISSN:1559-8608
Container-title:Journal of Statistical Theory and Practice
language:en
Short-container-title:J Stat Theory Pract

Author:

Lala Bouali Dalal,Benatia Fatah,Brahimi Brahim,Chesneau Christophe^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s42519-020-00153-0.pdf

Reference22 articles.

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3. Brazauskas V, Jones BL, Puri ML, Zitikis R (2008) Estimating conditional tail expectation with actuarial applications in view. J Stat Plan Inference 138(11):3590–3604

4. Csörgő M, Csörgő S, Horváth L, Mason DM (1986) Weighted empirical and quantile processes. Ann Prob 14:31–85

5. Deme E, Girard S, Guillou A (2013) Reduced-bias estimator of the proportional hazard premium for heavy-tailed distributions. Insur: Math Econ 52(3):550–559

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