Estimating the conditional tail expectation in the case of heavy-tailed losses.
Necir, Abdelhakim ; Rassoul, Abdelaziz ; Zitikis, Ričardas
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/596839
EUDML-ID : urn:eudml:doc:232635 
@article{05822160,
     title = {Estimating the conditional tail expectation in the case of heavy-tailed losses.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/596839},
     zbl = {1200.91142},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822160}
}

Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas. Estimating the conditional tail expectation in the case of heavy-tailed losses.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/596839. http://gdmltest.u-ga.fr/item/05822160/