A nonparametric approach to calculating value-at-risk
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Publication:2442522
DOI10.1016/j.insmatheco.2012.12.008zbMath1284.62635MaRDI QIDQ2442522
Ramon Alemany, Montserrat Guillen, Catalina Bolancé
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.12.008
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
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