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"Comparison of certain value-at-risk estimation methods for the ..."

Ömer L. Gebizlioglu, Birdal Senoglu, Yeliz Mert Kantar (2011)

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DOI: 10.1016/J.CAM.2011.01.044

access: open

type: Journal Article

metadata version: 2021-02-16

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Ömer L. Gebizlioglu, Birdal Senoglu, Yeliz Mert Kantar:
Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution. J. Comput. Appl. Math. 235(11): 3304-3314 (2011)

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