Author:
Yu Daoping,Brazauskas Vytaras,Zitikis Ricardas
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference17 articles.
1. A nonparametric approach to calculating valueat-risk;R Alemany;Insurance: Mathematics and Economics,2013
2. Coherent measures of risk;P Artzner;Mathematical Finance,1999
3. Nonparametric estimation of extreme quantiles with an application to longevity risk;C Bolanc�;Risks,2021
4. Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data;J.-P Boucher;Journal of Risk and Insurance,2009