Distributionally robust inference for extreme Value-at-Risk
- Award ID(s):
- 1830293
- PAR ID:
- 10302872
- Date Published:
- Journal Name:
- Insurance: Mathematics and Economics
- Volume:
- 92
- Issue:
- C
- ISSN:
- 0167-6687
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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