The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures

Bettina Grün*, Tatjana Miljkovic

*Corresponding author for this work

Publication: Scientific journalJournal articlepeer-review

Original languageEnglish
Pages (from-to)731-750
JournalNorth American Actuarial Journal
Volume27
Issue number4
Early online date2 Dec 2022
DOIs
Publication statusPublished - 2023

Cite this