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1504.02693
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Nonparametric estimation of risk measures of collective risks
10 April 2015
A. Lauer
Henryk Zähle
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Papers citing
"Nonparametric estimation of risk measures of collective risks"
2 / 2 papers shown
Estimating value at risk: LSTM vs. GARCH
Weronika Ormaniec
Marcin Pitera
Sajad Safarveisi
Thorsten Schmidt
AIFin
257
1
0
21 Jul 2022
Estimating and backtesting risk under heavy tails
Insurance, Mathematics & Economics (IME), 2020
Marcin Pitera
Thorsten Schmidt
293
5
0
20 Oct 2020
1
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