Av. Los Castros s/n
39005 - Santander (Cantabria), Cantabria 39005
Spain
University of Cantabria - Department of Economics
Basel II, Maximum entropy, Model risk, Quantile, Risk capital, Value-at-Risk, VaR
Beta, Distribution, Entropy, Estimation, Exponentiated, Gamma, Generalized,Generated, Gumbel, Inverse Guassian, Kumaraswamy, Kurtosis, Laplace, McDonald, Minimax, MLE, MGF, Reliability, Skewness, Weibull