A note on pivotal value-at-risk estimates

DOI10.1524/STND.2009.1059MaRDI QIDQ4930136zbMATH OpenOpenAlexFDO

Authors Peter Schaller, Georg Ch. Pflug

Publication date 28 September 2010

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2009.1059

zbMATH Keywords

pivotal statisticstructure model

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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