Robert Yuen
From MaRDI portal
Person:482074
Available identifiers
zbMath Open yuen.robertMaRDI QIDQ482074
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! |
| Publication | Date of Publication | Type |
|---|---|---|
| Distributionally robust inference for extreme value-at-risk | 2020-08-03 | Paper |
| CRPS M-estimation for max-stable models | 2015-01-23 | Paper |
| Upper bounds on value-at-risk for the maximum portfolio loss | 2014-12-19 | Paper |
Research outcomes over time
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