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NestedL-statistics and their use in comparing the riskiness of portfolios

https://doi.org/10.1080/03461230701390287
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9780470316481openalex-snapshot
Approximation Theorems of Mathematical Statistics
inferredcites →https://doi.org/10.1016/0167-6687(95)00010-popenalex-snapshot
Insurance pricing and increased limits ratemaking by proportional hazards transforms
inferredcites →https://doi.org/10.1016/j.insmatheco.2005.08.004openalex-snapshot
Testing hypotheses about the equality of several risk measure values with applications in insurance
inferredcites →https://doi.org/10.1016/j.jspi.2005.11.011openalex-snapshot
Estimating conditional tail expectation with actuarial applications in view
inferredcites →https://doi.org/10.1016/s0167-6687(97)00036-xopenalex-snapshot
Ordering risks: Expected utility theory versus Yaari's dual theory of risk
inferredcites →https://doi.org/10.1016/s0378-4266(02)00281-9openalex-snapshot
Spectral measures of risk: A coherent representation of subjective risk aversion
inferredcites →https://doi.org/10.1016/s0378-4266(02)00283-2openalex-snapshot
On the coherence of expected shortfall
inferredcites →https://doi.org/10.1080/10920277.2003.10596117openalex-snapshot
Empirical Estimation of Risk Measures and Related Quantities
inferredcites →https://doi.org/10.1080/10920277.2004.10596155openalex-snapshot
“Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003
inferredcites →https://doi.org/10.1080/10920277.2006.10597425openalex-snapshot
Interval Estimation of Actuarial Risk Measures
inferredcites →https://doi.org/10.1111/1467-9965.00068openalex-snapshot
Coherent Measures of Risk
inferredcites →https://doi.org/10.1137/1.9780898719017openalex-snapshot
Empirical Processes with Applications to Statistics
inferredcites →https://doi.org/10.1175/1520-0434(2001)016<0168:ndfmti>2.0.co;2openalex-snapshot
Normalized Damage from Major Tornadoes in the United States: 1890–1999
inferredcites →https://doi.org/10.2307/2289425openalex-snapshot
Empirical Processes With Applications to Statistics.

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1001126openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1275042openalex-extracted
Weighted Pricing Functionals
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2007.10.006openalex-snapshot
Weighted premium calculation principles
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2010.05.001openalex-snapshot
Bias correction for estimated distortion risk measure using the bootstrap
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2013.03.012openalex-snapshot
Credibility theory based on trimming
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2016.03.005openalex-snapshot
Ordering Gini indexes of multivariate elliptical risks
inferred← citeshttps://doi.org/10.1016/j.insmatheco.2019.07.002openalex-snapshot
Stochastic ordering of Gini indexes for multivariate elliptical risks
inferred← citeshttps://doi.org/10.1016/j.jempfin.2009.05.003openalex-snapshot
L-performance with an application to hedge funds
inferred← citeshttps://doi.org/10.1017/s1748499516000233openalex-snapshot
Comparing the riskiness of dependent portfolios via nestedL-statistics
inferred← citeshttps://doi.org/10.1080/02664763.2012.740627openalex-snapshot
Contrasting the Gini and Zenga indices of economic inequality
inferred← citeshttps://doi.org/10.1080/10920277.2011.10597635openalex-snapshot
Capital Allocation Using the Bootstrap
inferred← citeshttps://doi.org/10.1080/10920277.2022.2071741openalex-snapshot
Smoothed Quantiles for Measuring Discrete Risks
inferred← citeshttps://doi.org/10.1155/2010/707146openalex-snapshot
Estimating L‐Functionals for Heavy‐Tailed Distributions and Application
inferred← citeshttps://doi.org/10.1155/2010/718905openalex-snapshot
Zenga′s New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy
inferred← citeshttps://doi.org/10.4310/sii.2009.v2.n2.a13openalex-snapshot
$L$-functions, processes, and statistics in measuring economic inequality and actuarial risks
inferred← citeshttps://doi.org/10.48550/arxiv.1908.01943openalex-snapshot
Stochastic comparisons of sample mean differences for multivariate random variables
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