Pages that link to "Item:Q3462853"
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The following pages link to Bayesian estimation of value at risk measure under exponential-Gamma models (Q3462853):
Displaying 9 items.
- Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319) (← links)
- Development of a novel computational model for the balloon analogue risk task: the exponential-weight mean-variance model (Q2244632) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Bayesian Value-at-Risk with product partition models (Q2869966) (← links)
- Bayesian estimation of TVaR measure under Pareto-Gamma models (Q2992289) (← links)
- Bayesian estimation and statistical analysis of risk measurements (Q3306293) (← links)
- A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (Q3627405) (← links)
- Gibbs posterior inference on value-at-risk (Q5228142) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
