Non-Parametric methods: An application for the risk measurement
Year of publication: |
2010-10-07
|
---|---|
Authors: | Zeballos, David |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Value at Risk | Non-parametric methods |
-
Transformation kernel density estimation of actuarial loss functions
Bolance, Catalina, (2009)
-
Krasnosselski, Nikolai, (2014)
-
Mehmke, Fabian, (2012)
- More ...
-
Market Risk Measurement: Key Rate Duration as an asset allocation instrument
Zeballos, David, (2011)
-
Reference Points in Renegotiations: The Role of Contracts and Competition
Bartling, Björn, (2012)
-
Globalization and Multiproduct Firms
Nocke, Volker, (2013)
- More ...