Gibbs posterior inference on value-at-risk
Nicholas Syring, Liang Hong and Ryan Martin
| Year of publication: |
2019
|
|---|---|
| Authors: | Syring, Nicholas ; Hong, Liang ; Martin, Ryan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 7, p. 548-557
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| Subject: | Direct posterior | discrepancy function | M-estimation | model misspecification | risk capital | robust estimation | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1573754 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194974