Ahn, Jae Youn
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
- Ahn, Jae Youn
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/03/2014 Volumen 55 Número 1 - marzo 2014
- Artigos e Capítulos
Large sample behavior of the CTE and VaR estimators under importance sampling
- Ahn, Jae Youn
- En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/09/2011 Tomo 15 Número 3 - 2011
- Artigos e Capítulos
An Asymptotic analysis of the boostrap bias correction for the epirical CTE
- Ahn, Jae Youn
- En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/07/2010 Tomo 14 Número 2 - 2010
- Artigos e Capítulos