A Credibility Framework for Extreme Value-at-Risk
Crossref DOI link: https://doi.org/10.1007/s11786-024-00579-w
Published Online: 2024-05-21
Published Print: 2024-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mitic, Peter
Text and Data Mining valid from 2024-05-21
Version of Record valid from 2024-05-21
Article History
Received: 29 June 2023
Revised: 15 February 2024
Accepted: 15 March 2024
First Online: 21 May 2024