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Variance-Reduced Risk Inference in Semi-Supervised Settings

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  • Einmahl, John

    (Tilburg University, School of Economics and Management)

  • Peng, Liang

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  • Einmahl, John & Peng, Liang, 2024. "Variance-Reduced Risk Inference in Semi-Supervised Settings," Other publications TiSEM 970231c1-c8e0-4f52-a0a4-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:970231c1-c8e0-4f52-a0a4-fe7b74063c2d
    as

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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/106408112/2024-024.pdf
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    References listed on IDEAS

    as
    1. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    2. Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011. "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 325-334.
    3. Ahn, Jae Youn & Shyamalkumar, Nariankadu D., 2014. "Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 78-90.
    4. Wang, Xing & Peng, Liang, 2016. "Inference for intermediate Haezendonck–Goovaerts risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 231-240.
    5. Haezendonck, J. & Goovaerts, M., 1982. "A new premium calculation principle based on Orlicz norms," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 41-53, January.
    6. Liang Peng, 2008. "Estimating the Probability of a Rare Event via Elliptical Copulas," North American Actuarial Journal, Taylor & Francis Journals, vol. 12(2), pages 116-128.
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