Bayesian estimation and statistical analysis of risk measurements
From MaRDI portal
Publication:3306293
Recommendations
- Bayesian estimation of value at risk measure under exponential-Gamma models
- scientific article; zbMATH DE number 6746502
- Bayesian estimation of TVaR measure under Pareto-Gamma models
- Credibility estimation based on risk measure of value at risk
- On Bayesian value at risk: from linear to non-linear portfolios
Cited in
(16)- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- On Bayesian value at risk: from linear to non-linear portfolios
- Applicability of Bayesian methods for loss ratio estimation
- Bayesian estimation of TVaR measure under Pareto-Gamma models
- Credibility estimation based on risk measure of value at risk
- Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment
- Clinical and operational risk: a Bayesian approach
- Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default
- Bayesian approach to measuring parameter and model risk in loss ratio estimation
- Moderate deviation principles of the Bayesian estimators of value at risk and conditional value at risk under exponential-gamma models
- Bayesian value-at-risk with product partition models
- The statistical analysis of risk measure in Pareto risk model
- Bayesian decision analysis of dam safety
- Ereignisrisiko
- scientific article; zbMATH DE number 5274771 (Why is no real title available?)
- Bayesian estimation of value at risk measure under exponential-Gamma models
This page was built for publication: Bayesian estimation and statistical analysis of risk measurements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3306293)
