Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319): Difference between revisions

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Property / DOI: 10.1016/j.ejor.2020.12.051 / rank
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Latest revision as of 20:04, 16 December 2024

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Bayesian value-at-risk backtesting: the case of annuity pricing
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    Bayesian value-at-risk backtesting: the case of annuity pricing (English)
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    7 June 2021
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    decision analysis
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    value-at-risk
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    backtesting
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    Bayesian framework
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    longevity risk
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