Kehan Li

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Measuring risks in the tail: The extreme VaR and its confidence interval
Risk and Decision Analysis
2019-03-12Paper
Uncertainty in historical value-at-risk: an alternative quantile-based risk measure
Mathematical and Statistical Methods for Actuarial Sciences and Finance
2018-03-26Paper


Research outcomes over time


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