Article ID Journal Published Year Pages File Type
5076761 Insurance: Mathematics and Economics 2012 9 Pages PDF
Abstract
► Quantifying risks is of importance in insurance. ► We focus on risk measures and related quantities in Jones and Zitikis (2003). ► Confidence intervals are constructed by applying jackknife empirical likelihood. ► Simulation study shows the advantages of the new method.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Jackknife empirical likelihood method for some risk measures and related quantities
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