
<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/">
  <dc:format>application/pdf</dc:format>
  <dc:format>1199868 bytes</dc:format>
  <dc:language>eng</dc:language>
  <dc:description xml:lang="eng">Abstract: This In this paper, we determine the coverage probability of the standard quantile estimator for the
Burr Type XII distribution. The analysis is conducted under the assumptions of negative dependence and
independence and identical distribution (i.i.d.) between observations, and is based on large deviations theory.
Numerical results are provided for various parameter settings and quantile levels, illustrating the estimator’s
convergence properties as the sample size increases. Our findings improve the understanding of the
estimator’s performance in the context of heavy-tailed distributions relevant to insurance and finance.</dc:description>
  <dc:type>info:eu-repo/semantics/conferenceProceedings</dc:type>
  <dc:creator id="https://orcid.org/0000-0001-5668-5297">Stanojević, Jelena</dc:creator>
  <dc:creator id="https://orcid.org/0000-0003-4239-2252">Koprivica, Marija</dc:creator>
  <dc:publisher>Belgrade: University of Belgrade, Faculty of Organisational Sciences</dc:publisher>
  <dc:identifier>https://phaidrabg.bg.ac.rs/o:37206</dc:identifier>
  <dc:identifier>doi:10.5281/zenodo.17533975</dc:identifier>
  <dc:identifier>ISBN: 978-86-7680-484-8</dc:identifier>
  <dc:title xml:lang="eng">THEORETICAL AND EMPIRICAL RESULTS ON THE COVERAGE PROBABILITY OF THE STANDARD QUANTILE ESTIMATOR FOR THE BURR DISTRIBUTION</dc:title>
  <dc:date>2025</dc:date>
  <dc:subject xml:lang="eng">Keywords: Coverage probability, standard quantile estimator, Value-at-Risk</dc:subject>
  <dc:source>International Symposium on Operational Research, SYM-OP-IS 2025, Palić, 7-10. septembar 2025</dc:source>
  <dc:source>startpage: 413</dc:source>
  <dc:source>endpage: 418</dc:source>
  <dc:rights>http://creativecommons.org/licenses/by-nc-nd/4.0/legalcode</dc:rights>
</oai_dc:dc>