Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
Author:
Affiliation:
1. Department of Mathematical Sciences, University of Wisconsin–Milwaukee, Milwaukee, Wisconsin
2. School of Mathematical and Statistical Sciences, Western University, London, Ontario, Canada
Funder
Natural Sciences and Engineering Research Council (NSERC) of Canada
Mathematics of Information Technology and Complex Systems (MITACS) of Canada
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10920277.2023.2285976
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3. Basel Committee on Banking Supervision. 2019. Minimum capital requirements for market risk. February 2019. https://www.bis.org/bcbs/publ/d457.htm
4. Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk
5. Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data
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