Recent Findings in Actuarial Science Described by Researchers from University College (Risk Margin Quantile Function Via Parametric And Non-parametric Bayesian Approaches) The news correspondents ...

This note introduces a new small sample method for producing nonparametric confidence bands for a quantile function based upon a single confidence coefficient obtained via Steck's determinant. The ...

In this paper, we introduce a quantile version of past entropy for order statistics and study some of its properties. It is shown that this measure uniquely determine the quantile function. Two ...

Since its proposal as an alternative risk measure to value-at-risk (VaR), expected shortfall (ES) has attracted a great deal of attention in financial risk management, primarily owing to its coherent ...

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