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  • Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates
    business lines. References Richard Ernest Bellman. Dynamic Programming. 1957, Princeton University Press. ... bis.org. R. Carvalho, H. Mignon, and M. Paez. Dynamic bayesian models as an 18 alternative to the ...

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    • Authors: Jacques Rioux, Steven Major, Donald Erdman
    • Date: Nov 2010
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments