Comparison of certain value-at-risk esti
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Omer L. Gebizlioglu; Birdal ΕenoΔlu; Yeliz Mert Kantar
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Article
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2011
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Elsevier Science
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English
β 227 KB
The Weibull distribution is one of the most important distributions that is utilized as a probability model for loss amounts in connection with actuarial and financial risk management problems. This paper considers the Weibull distribution and its quantiles in the context of estimation of a risk mea