Bayesian estimation of value at risk measure under exponential-Gamma models (Q3462853)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6531292
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian estimation of value at risk measure under exponential-Gamma models |
scientific article; zbMATH DE number 6531292 |
Statements
15 January 2016
0 references
value at risk measure
0 references
Bayesian estimation
0 references
loss function
0 references
strong consistency
0 references
asymptotic normality
0 references
0.882357656955719
0 references
0.852245032787323
0 references
0.8325644135475159
0 references
0.8238817453384399
0 references
0.8157106637954712
0 references
