Concepedia

Bootstrap Risk Estimation

Bootstrap Risk Estimation is a resampling-based statistical method that belongs to the class of nonparametric risk estimation techniques, distinguished by its use of repeated sampling with replacement from the observed data to approximate the sampling distribution of a risk estimator and thereby assess its uncertainty or variability.

20

Publications

444

Citations

41

Authors

30

Institutions

Publications per year

2017–2026

0

Parents

Publications

20

Better bootstrap estimation of hazardous concentration thresholds for aquatic assemblages

Eric P.M. Grist, James R. Wheeler, Mark Crane · Environmental Toxicology and Chemistry · 2002 · 76 citations

, , +15

Bootstrap Technique for Risk Analysis with Interval Numbers in Bridge Construction Projects

H. Hashemi, Seyed Meysam Mousavi, Mohammad Mojtahedi · Journal of Construction Engineering and Management · 2011 · 40 citations

, , +13

Block bootstrap methods and the choice of stocks for the long run

Philippe Cogneau, Valeri Zakamouline · Quantitative Finance · 2012 · 34 citations

, , +16

Double Chain Ladder and Bornhuetter-Ferguson

María Dolores Martínez‐Miranda, Jens Perch Nielsen, Richard Verrall · North American Actuarial Journal · 2013 · 33 citations

, , +11

Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation

Raffaele Zenti, Massimiliano Pallotta · SSRN Electronic Journal · 2001 · 25 citations · Full text

, , +16

1–5 of 20

Authors

41

  1. SM
    Seyed Meysam Mousavi

    Shahed University, Iran

    2 publications · 61 citations

    2

    h-index

  2. RV
    Richard Verrall

    City, University of London, United Kingdom

    2 publications · 50 citations

    2

    h-index

  3. JH
    Joseph Hyun Tae Kim

    University of Waterloo, Canada

    2 publications · 33 citations

    2

    h-index

  4. MM
    Mohammad Mojtahedi

    UNSW Sydney, Australia

    2 publications · 61 citations

    2

    h-index

  5. MR
    Mary R. Hardy

    University of Waterloo, Canada

    2 publications · 33 citations

    2

    h-index

1–5 of 41

Institutions

30

  1. Islamic Azad University South Tehran Branch

    Tehran, Iran

    2 h-index

    5 publications

    162 citations

  2. University of Waterloo

    Waterloo, Canada

    2 h-index

    2 publications

    33 citations

  3. Islamic Azad University, Tehran

    Tehran, Iran

    1 h-index

    2 publications

    42 citations

  4. Nanyang Technological University

    Singapore, Singapore

    1 h-index

    2 publications

    34 citations

  5. Centre de Recherche en Économie et Statistique

    Palaiseau, France

    1 h-index

    1 publications

    23 citations

  6. Pennsylvania State University

    State College, United States

    1 h-index

    1 publications

    11 citations

  7. Development Agency of Serbia

    Belgrade, Serbia

    1 h-index

    1 publications

    25 citations

  8. Curtin University

    Perth, Australia

    1 h-index

    1 publications

    17 citations

1–8 of 30

Venues

  1. Astin Bulletin

    3 publications · 44 citations

    3

    h-index

  2. Insurance Mathematics and Economics

    1 publications · 17 citations

    1

    h-index

  3. The Journal of Risk Model Validation

    1 publications · 24 citations

    1

    h-index

  4. Applied Mathematical Finance

    1 publications · 12 citations

    1

    h-index

  5. Data Archiving and Networked Services (DANS)

    Repository · 1 publications · 15 citations

    1

    h-index

1–5