Estimating the conditional tail expectation in the case of heavy-tailed losses.

Necir, Abdelhakim, Rassoul, Abdelaziz, and Zitikis, Ričardas. "Estimating the conditional tail expectation in the case of heavy-tailed losses.." Journal of Probability and Statistics 2010 (2010): Article ID 596839, 17 p.-Article ID 596839, 17 p.. <http://eudml.org/doc/232635>.

@article{Necir2010,
author = {Necir, Abdelhakim, Rassoul, Abdelaziz, Zitikis, Ričardas},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 596839, 17 p.-Article ID 596839, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Estimating the conditional tail expectation in the case of heavy-tailed losses.},
url = {http://eudml.org/doc/232635},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Necir, Abdelhakim
AU - Rassoul, Abdelaziz
AU - Zitikis, Ričardas
TI - Estimating the conditional tail expectation in the case of heavy-tailed losses.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 596839, 17 p.
EP - Article ID 596839, 17 p.
LA - eng
UR - http://eudml.org/doc/232635
ER -