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Showing 1 to 1 of 1 for “"tail conditional expectation"”.
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Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions
<p>In this thesis, tail conditional expectation (TCE) in risk analysis, an important measure for right-tail risk, is presented. This value is generally based on the quantile of the loss distribution. Explicit formulas of several tail conditional expectations and inequality measures for Dagum-type …