Browsing İstatistik Bölümü by Subject "Value-At-Risk"
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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
(Elsevier Science BV, 2011)The Weibull distribution is one of the most important distributions that is utilized as a probability model for loss amounts in connection with actuarial and financial risk management problems. This paper considers the ...