This is a preview. Log in through your library . Abstract The paper deals with non-parametric estimation of a conditional distribution function. We suggest a method of preadjusting the original ...

In this paper, we introduce a new risk measure, the so-called conditional tail moment. It is defined as the moment of order a ≥ 0 of the loss distribution above the upper α-quantile where α ∈ (0,1).

This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...

This course is compulsory on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Financial Mathematics and Statistics and BSc in Mathematics, Statistics and Business ...