scientific article; zbMATH DE number 1301875
From MaRDI portal
Publication:4247101
Recommendations
- Quantifying Extreme Risks
- The Bayes estimation of quantile premium in Pareto risk model
- After VAR: the theory, estimation, and insurance applications of quantile-based risk measures
- Bias reduction in risk modelling: semi-parametric quantile estimation
- Extreme value estimation of the conditional risk premium in reinsurance
Cited in
(19)- Counting casualties: A framework for respectful, useful records
- Maximum likelihood estimation of stable Paretian models.
- Critical market crashes
- A generalization of the power law distribution with nonlinear exponent
- Extreme value estimation of the conditional risk premium in reinsurance
- Stochastic Risk Analysis and Management
- The Bayes estimation of quantile premium in Pareto risk model
- BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
- EVT-based estimation of risk capital and convergence of high quantiles
- Practical implications of higher moments in risk management
- After VAR: the theory, estimation, and insurance applications of quantile-based risk measures
- A note on pivotal value-at-risk estimates
- The effects of quantized data
- Risk Measurement
- Estimation of stable distributions by indirect inference
- Extreme Value Theory as a Risk Management Tool
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
- Regular variation and probability: The early years
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4247101)
