Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions
Year of publication: |
2019
|
---|---|
Authors: | Brazauskas, Vytaras |
Other Persons: | Upretee, Sahadeb (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Statistische Verteilung | Statistical distribution | Risiko | Risk | Verlust | Loss | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 26, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3391577 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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