Pages that link to "Item:Q2442522"

The following pages link to A nonparametric approach to calculating value-at-risk (Q2442522):

Displaying 14 items.

• Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
• Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
• Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556) (← links)
• Quantile estimation via distribution fitting (Q5237138) (← links)
• Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
• Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
• Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)
• State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
• Estimation of parameters and quantiles of the Weibull distribution (Q6494428) (← links)