Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Robust regression quantiles. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Empirical Quantile Function for Linear Models with | operatornameiid Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A course in credibility theory and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5595993 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometrical credibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Variance Premium with Applications for Elliptical Portfolio of Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4125605 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5186557 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credibility theory based on trimming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using quantile regression for rate-making / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Conditional Expectations for Exponential Dispersion Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear empirical Bayes estimation of quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4403557 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Some Useful "Inefficient" Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust joint modeling of mean and dispersion through trimming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Bayes credibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional median: a parametric solution concept for location problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile credibility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Credible risk measures with applications in actuarial sciences and finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored regression quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Depth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trimmed Least Squares Estimation in the Linear Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank

Latest revision as of 20:40, 13 July 2024

scientific article
Language Label Description Also known as
English
Risk measures in a quantile regression credibility framework with Fama/French data applications
scientific article

    Statements

    Risk measures in a quantile regression credibility framework with Fama/French data applications (English)
    0 references
    0 references
    24 May 2017
    0 references
    quantile credibility
    0 references
    quantile regression
    0 references
    regression value at risk
    0 references
    conditional tail expectation
    0 references
    quantile tail expectation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references