Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution-Reference-Cited by-同舟云学术

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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution

Published:2011-04 Issue:11 Volume:235 Page:3304-3314
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Gebizlioglu Omer L.,Şenoğlu Birdal,Kantar Yeliz Mert

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference26 articles.

1. Stochastic Processes for Insurance and Finance;Rolski,1999

2. Loss Distributions;Hogg,1984

3. Loss Models: From Data to Decisions;Klugman,2004

4. Statistical models of claim distributions in life insurance;Benckert;ASTIN Bulletin,1974

5. Modeling large claims in non-life insurance;Beirlant;Insurance: Mathematics and Economics,1992

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