Pages that link to "Item:Q2442522"
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The following pages link to A nonparametric approach to calculating value-at-risk (Q2442522):
Displaying 30 items.
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Data breaches: goodness of fit, pricing, and risk measurement (Q2364015) (← links)
- Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
- (Q3405579) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- (Q3609343) (← links)
- (Q3610271) (← links)
- (Q4425387) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- (Q4709643) (← links)
- (Q5011445) (← links)
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Quantile estimation via distribution fitting (Q5237138) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
- Smoothed Quantiles for Measuring Discrete Risks (Q6110491) (← links)
- Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
- Estimation of parameters and quantiles of the Weibull distribution (Q6494428) (← links)
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses (Q6640258) (← links)
