Mathematical Statistics: An Introduction Based on the Normal Distribution.by Simeon M. Berman
β Scribed by Review by: Judah Rosenblatt
- Book ID
- 125215668
- Publisher
- American Statistical Association
- Year
- 1974
- Tongue
- English
- Weight
- 245 KB
- Volume
- 69
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2286199
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The statistical estimation problem of (high) quantiles plays a fundamental role in both insurance and finance. For instance the pricing of Catastrophe Excess of Loss (CAT-XL) covers gives an example of the former, whereas the estimation of Value-at-Risk (VaR) in risk management corresponds to the la
## Analytical Finance The statistical estimation problem of (high) quantiles plays a fundamental role in both insurance and finance. For instance the pricing of Catastrophe Excess of Loss (CAT-XL) covers gives an example of the former, whereas the estimation of Value-at-Risk (VaR) in risk manageme