Melvern Leung

Monash University - Department of Econometrics & Business Statistics

900 Dandenong Road

Caulfield East, 3145

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

42

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

Number of pages: 101 Posted: 27 Nov 2019
Monash University - Department of Econometrics & Business Statistics, Hull University Business School, Monash University - Department of Econometrics & Business Statistics and Queen's University Belfast
Downloads 42 (436,170)

Abstract:

Loading...

Bayesian decision theory; Value-at-Risk; Backtesting; Annuity pricing; Longevity risk