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Bayesian estimation and statistical analysis of risk measurements

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Publication:3306293
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DOI10.3969/J.ISSN.1001-4268.2019.03.003zbMATH Open1449.62068MaRDI QIDQ3306293FDOQ3306293


Authors: Zheng-Wu Wang, Limin Wen, Zhiqiang Liu Edit this on Wikidata


Publication date: 12 August 2020





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zbMATH Keywords

asymptotic normalityconsistencyBayesian estimationrisk measurement


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistical methods; risk measures (91G70)



Cited In (6)

  • Clinical and operational risk: a Bayesian approach
  • On Bayesian value at risk: from linear to non-linear portfolios
  • Ereignisrisiko
  • Bayesian decision analysis of dam safety
  • Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment
  • Title not available (Why is that?)





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