Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319)
From MaRDI portal
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
