Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution |
scientific article |
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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (English)
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11 May 2011
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value-at-risk
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quantiles
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Weibull distribution
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Monte Carlo simulation
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deficiency
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