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Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses.

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Title: Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses.
Authors: Necir, Abdelhakim1, Rassoul, Abdelaziz2, Zitikis, Ričcardas3 zitikis@stats.uwo.ca
Source: Journal of Probability & Statistics. 2010, p1-17. 17p. 2 Charts, 2 Graphs.
Database: Academic Search Ultimate
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Probability+%26+Statistics%22">Journal of Probability & Statistics</searchLink>. 2010, p1-17. 17p. 2 Charts, 2 Graphs.
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        Value: 10.1155/2010/596839
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        Text: English
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        PageCount: 17
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      – TitleFull: Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses.
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