Calibrating Distribution Models from PELVE

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/10920277.2023.2211648
  • Publication Date
    2023/06/29
  • Journal
    North American Actuarial Journal
  • Indian UGC (journal)
  • Refrences
    27
  • Hirbod Assa Accounting and Finance, Kent Business School, Canterbury, Kent, UK
  • Liyuan Lin Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada
  • Ruodu Wang Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada
Cite
Assa, Hirbod, et al. “Calibrating Distribution Models from PELVE”. North American Actuarial Journal, 2023, pp. 1-34, https://doi.org/10.1080/10920277.2023.2211648.
Assa, H., Lin, L., & Wang, R. (2023). Calibrating Distribution Models from PELVE. North American Actuarial Journal, 1-34. https://doi.org/10.1080/10920277.2023.2211648
Assa, Hirbod, Liyuan Lin, and Ruodu Wang. “Calibrating Distribution Models from PELVE”. North American Actuarial Journal, 2023, 1-34. https://doi.org/10.1080/10920277.2023.2211648.
Assa H, Lin L, Wang R. Calibrating Distribution Models from PELVE. North American Actuarial Journal. 2023;:1-34.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
10.1214/15-AAP1128 2016
10.1017/CBO9780511615337.008 2002
International Series in Pure and Applied Mathematics 1987
Minimum capital requirements for market risk 2019
Quantitative risk management: Concepts, techniques and tools 2015