Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460)

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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
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    Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (English)
    value-at-risk
    quantiles
    Weibull distribution
    Monte Carlo simulation
    deficiency

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