A nonparametric approach to calculating value-at-risk
Ramon Alemany; Catalina Bolancé; Montserrat Guillén
| Year of publication: |
2013
|
|---|---|
| Authors: | Alemany, Ramon ; Bolancé, Catalina ; Guillén, Montserrat |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 255-262
|
| Subject: | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736109