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Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution

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dc.contributor.authorKantar, Yeliz Mert
dc.contributor.authorBirdal Şenoğlu
dc.contributor.authorYeliz Mert Kantar
dc.contributor.orcid0000-0002-3824-281X
dc.contributor.orcid0000-0003-3707-2393
dc.contributor.orcid0000-0001-7101-8943
dc.date.accessioned2025-11-13T09:56:11Z
dc.date.issued2011-02-02
dc.identifier.doihttps://doi.org/10.1016/j.cam.2011.01.044
dc.identifier.endpage3314
dc.identifier.issn0377-0427
dc.identifier.issue11
dc.identifier.openalexW2052567127
dc.identifier.startpage3304
dc.identifier.urihttps://hdl.handle.net/11421/2650
dc.identifier.urihttps://doi.org/10.1016/j.cam.2011.01.044
dc.identifier.volume235
dc.language.isoen
dc.relation.ispartofJournal of Computational and Applied Mathematics
dc.rightsrestrictedAccess
dc.subjectQuantile
dc.subjectWeibull distribution
dc.subjectMathematics
dc.subjectEstimator
dc.subjectStatistics
dc.subjectValue at risk
dc.subjectContext (archaeology)
dc.subjectEconometrics
dc.subjectMonte Carlo method
dc.subjectEstimation
dc.subjectRisk management
dc.subjectEconomics
dc.titleComparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5006405755

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