Variance of the CTE Estimator

Article Properties
Cite
John Manistre, B., and Geoffrey H. Hancock. “Variance of the CTE Estimator”. North American Actuarial Journal, vol. 9, no. 2, 2005, pp. 129-56, https://doi.org/10.1080/10920277.2005.10596207.
John Manistre, B., & Hancock, G. H. (2005). Variance of the CTE Estimator. North American Actuarial Journal, 9(2), 129-156. https://doi.org/10.1080/10920277.2005.10596207
John Manistre B, Hancock GH. Variance of the CTE Estimator. North American Actuarial Journal. 2005;9(2):129-56.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Empirical Estimation of Risk Measures and Related Quantities North American Actuarial Journal
  • Social Sciences: Finance
 83 2003
A Regime-Switching Model of Long-Term Stock Returns North American Actuarial Journal
  • Social Sciences: Finance
 267 2001
Application of Coherent Risk Measures to Capital Requirements in Insurance North American Actuarial Journal
  • Social Sciences: Finance
 112 1999
10.1007/978-3-642-33483-2 1997
10.1002/9781118165485 1990
Citations
Title Journal Journal Categories Citations Publication Date
The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures North American Actuarial Journal
  • Social Sciences: Finance
 2022
A Universal Stress Scenario Approach for Capitalising Non-modellable Risk Factors Under the FRTB SSRN Electronic Journal 2021
Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision North American Actuarial Journal
  • Social Sciences: Finance
 1 2019
Nonparametric Inference for VaR, CTE, and Expectile with High-order Precision SSRN Electronic Journal 2019
Risk measurement of a guaranteed annuity option under a stochastic modelling framework Mathematics and Computers in Simulation
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
 5 2017
Citations Analysis
Category Category Repetition
Science: Mathematics13
Science: Mathematics: Probabilities. Mathematical statistics12
Social Sciences: Finance11
Social Sciences: Economic theory. Demography: Economics as a science11
Social Sciences: Commerce: Business11
Social Sciences: Statistics11
Science: Mathematics: Instruments and machines: Electronic computers. Computer science2
Technology: Engineering (General). Civil engineering (General)2
Technology: Manufactures: Production management. Operations management1
Technology: Technology (General): Industrial engineering. Management engineering1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Law: Law in general. Comparative and uniform law. Jurisprudence: Comparative law. International uniform law: Public finance1
The category Science: Mathematics 13 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Interval Estimation of Actuarial Risk Measures and was published in 2006. The most recent citation comes from a 2022 study titled The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures. This article reached its peak citation in 2010, with 5 citations. It has been cited in 14 different journals, 14% of which are open access. Among related journals, the North American Actuarial Journal cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year