The Automated bias-corrected and accelerated bootstrap confidence intervals for risk measures
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20230026144 | ||
| 003 | MAP | ||
| 005 | 20240104185512.0 | ||
| 008 | 231212e20231204esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220000291$aGrün, Bettina | |
| 245 | 0 | 4 | $aThe Automated bias-corrected and accelerated bootstrap confidence intervals for risk measures$cBettina Grun, Tatjana Miljkovic |
| 520 | $aDifferent approaches to determining two-sided interval estimators for risk measures such as Value-at-Risk (VaR) and conditional tail expectation (CTE) when modeling loss data exist in the actuarial literature. Two contrasting methods can be distinguished: a nonparametric one not relying on distributional assumptions or a fully parametric one relying on standard asymptotic theory to apply. We complement these approaches and take advantage of currently available computer power to propose the biascorrected and accelerated (BCA) confidence intervals for VaR and CTE. | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080578848$aAnálisis de datos | |
| 650 | 4 | $0MAPA20080601522$aEvaluación de riesgos | |
| 650 | 4 | $0MAPA20210037153$aModelos paramétricos | |
| 650 | 4 | $0MAPA20080556495$aSiniestros | |
| 700 | 1 | $0MAPA20190006392$aMiljkovic, Tatjana | |
| 773 | 0 | $wMAP20077000239$g04/12/2023 Tomo 27 Número 4 - 2023 , p. 731-750$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- | |
| 856 | 0 | 0 | $yMÁS INFORMACIÓN$u mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
| 856 | 0 | 0 | $umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |