[1]
Laidi, M., Rassoul, A. and Ould Rouis, H. 2020. Improved Estimator of the Conditional Tail Expectation in the case of heavy-tailed losses. Statistics, Optimization & Information Computing. 8, 1 (Feb. 2020), 98-109. DOI:https://doi.org/10.19139/soic-2310-5070-665.