Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460)
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scientific article; zbMATH DE number 5887189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution |
scientific article; zbMATH DE number 5887189 |
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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (English)
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11 May 2011
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value-at-risk
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quantiles
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Weibull distribution
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Monte Carlo simulation
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deficiency
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0.8881345
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0.8714329
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0.8655269
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0.86235803
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0.85760367
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0.85610026
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0.8510033
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