原创力文档estimating the conditional tail expectation in the case of heavy-tailed losses估计条件尾巴期望在重尾分布的损失.pdfVIP
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estimating the conditional tail expectation in the case of heavy-tailed losses估计条件尾巴期望在重尾分布的损失
Hindawi Publishing Corporation
Journal of Probability and Statistics
Volume 2010, Article ID 596839, 17 pages
doi:10.1155/2010/596839
Research Article
Estimating the Conditional Tail Expectation in
the Case of Heavy-Tailed Losses
1 2 ˇ 3
Abdelhakim Necir, Abdelaziz Rassoul, and Ricardas Zitikis
1 Laboratory of Applied Mathematics, Mohamed Khider University of Biskra, 07000, Algeria
2 Ecole Nationale Superieure d’Hydraulique, Gue
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