On estimation of loss distributions and risk measures

Zegulova, Anastassia, Käärik, Meelis, Žegulova, Anastassia . Acta et Commentationes Universitatis Tartuensis de Mathematica 2012. 16 (1) :53-67

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Bibtex

@article{CIS-266111,
  Author = {Zegulova, Anastassia and Käärik, Meelis and Žegulova, Anastassia},
  Title = {On estimation of loss distributions and risk measures},
  Journal = {Acta et Commentationes Universitatis Tartuensis de Mathematica},
  Volume = {16},
  Number = {1},
  Year = {2012},
  Pages = {53--67},
  Keywords = {Log transformation, Bioavailability, AUC, Bioequivalence Regulation, Area under the plasma or blood concentration-time curve, Generalized Pareto distribution, Extreme value theory, insurance mathematics, composite distributions}
}

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