Gibbs posterior inference on value-at-risk
- Award ID(s):
- 1811802
- NSF-PAR ID:
- 10179821
- Date Published:
- Journal Name:
- Scandinavian Actuarial Journal
- Volume:
- 2019
- Issue:
- 7
- ISSN:
- 0346-1238
- Page Range / eLocation ID:
- 548 to 557
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1080/03461238.2019.1573754
