Empirical estimation of risk measures and related quantities. (English) Zbl 1084.62537

Jones, Bruce L.; Zitikis, Ričardas

N. Am. Actuar. J. 7, No. 4, 44-54 (2003).

MSC:

62P05	Applications of statistics to actuarial sciences and financial mathematics
91B30	Risk theory, insurance (MSC2010)

References:

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