Author:
Shen Zhiyi,Liu Yukun,Weng Chengguo
Reference36 articles.
1. Asymptotic theory for the empirical haezendonck-goovaerts risk measure;Jae Youn Ahn;Insurance: Mathematics and Economics,2014
2. Modeling loss data using composite models;N A Sa Abu Bakar;Insurance: Mathematics and Economics,2015
3. Empirical likelihood for value-at-risk and expected shortfall;Jeremy Rafet Evren Baysal;Journal of Risk,2008
4. Generalized quantiles as risk measures
5. Adjusted empirical likelihood and its properties;Jiahua Chen;Journal of Computational and Graphical Statistics,2008