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The Actuarial CTE Risk Measure for Heavy-Tailed Losses: A New Estimator and Confidence Intervals
The Actuarial CTE Risk Measure for Heavy-Tailed Losses: A New Estimator and Confidence Intervals The ... assessment. Under the classical assumption that the second moment of the loss variable is finite, the asymptotic ...- Authors: Ricardas Zitikis, Abdelhakim Necir, Abdelaziz Rassoul
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
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The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals
The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals This ... This is the abstract for the reseach on the actuarial CTE risk measure for heavytailed losses: a new estimator ...- Authors: Ricardas Zitikis, Abdelhakim Necir, Abdelaziz Rassoul
- Date: Jul 2010