Announcement: SOA releases February 2024 Exam FM passing candidate numbers.

1 - 1 of 1 results (0.28 seconds)
Sort By:
  • A Nonparametric Test for Comparing the Riskiness of Portfolios
    A Nonparametric Test for Comparing the Riskiness of Portfolios This paper discusses a natural and convenient statistic, the nested L-statistic, investigates its performance using a simulation ...

    View Description

    • Authors: Vytaras Brazauskas
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods