Jackknife empirical likelihood method for some risk measures and related quantities

Keyphrases

• Risk Measures 100%
• Jackknife Empirical Likelihood Method 100%
• Simulation Study 50%
• Insurance 50%
• Confidence Interval 50%
• Bootstrap Method 50%
• Risk Quantification 50%
• Normal Approximation 50%
• Naive Bootstrap 50%

Mathematics

• Risk Measure 100%
• Empirical Likelihood Method 100%
• Simulation Study 50%
• Construct Confidence Interval 50%
• Approximation Method 50%
• Bootstrap Method 50%