Bayesian estimation of TVaR measure under Pareto-Gamma models (Q2992289)
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scientific article; zbMATH DE number 6611175
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| English | Bayesian estimation of TVaR measure under Pareto-Gamma models |
scientific article; zbMATH DE number 6611175 |
Statements
10 August 2016
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VaR measure
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TVaR measure
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Bayesian estimation
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strong consistency
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0.8325644135475159
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0.8212369680404663
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0.7835661768913269
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0.7545881271362305
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0.7475079894065857
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