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~institution:"Dipartimento di Economia e Management, Università degli Studi di Trento"
~institution:"Internationaler Währungsfonds"
~institution:"National Bureau of Economic Research"
~institution:"Oxford University Press"
~person:"Bee, Marco"
~subject:"Mixed Estimation Method"
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Mixed Estimation Method
Value at Risk
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international trade
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lognormal distribution
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maximum entropy
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Adaptive Importance Sampling
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Bee, Marco
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Dipartimento di Economia e Management, Università degli Studi di Trento
Internationaler Währungsfonds
National Bureau of Economic Research
Oxford University Press
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Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood
Bee, Marco
-
Dipartimento di Economia e Management, Università …
-
2012
apply the techniques to two real datasets in the actuarial and operational risk
management
fields. …
Persistent link: https://www.econbiz.de/10010567124
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