Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.ejor.2020.12.051 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2020.12.051 / rank | |||
Normal rank | |||
Latest revision as of 20:04, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian value-at-risk backtesting: the case of annuity pricing |
scientific article |
Statements
Bayesian value-at-risk backtesting: the case of annuity pricing (English)
0 references
7 June 2021
0 references
decision analysis
0 references
value-at-risk
0 references
backtesting
0 references
Bayesian framework
0 references
longevity risk
0 references
0 references
0 references
