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"Bayesian Value-at-Risk backtesting: The case of annuity pricing."
Melvern Leung et al. (2021)
- Melvern Leung, Youwei Li
, Athanasios A. Pantelous
, Samuel A. Vigne
:
Bayesian Value-at-Risk backtesting: The case of annuity pricing. Eur. J. Oper. Res. 293(2): 786-801 (2021)
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