A nonparametric approach to calculating value-at-risk
Year of publication: |
2013
|
---|---|
Authors: | Alemany, Ramon ; Bolancé, Catalina ; Guillén, Montserrat |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 255-262
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Theorie | Theory |
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