Risk Margin Quantile Function Via Parametric And Non-Parametric Bayesian Approaches

Link

http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=9911178&fileId=S0515036115000082

Volume

45

Page

503-550

Number

3

Year

2015

Categories

New Risk Measures

Publications

ASTIN Bulletin

Authors

Dong, A. X., Chan, J. S., & Peters, G. W.

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