Robert Yuen

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Distributionally robust inference for extreme value-at-risk
Insurance Mathematics & Economics
2020-08-03Paper
CRPS M-estimation for max-stable models
Extremes
2015-01-23Paper
Upper bounds on value-at-risk for the maximum portfolio loss
Extremes
2014-12-19Paper


Research outcomes over time


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