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University of Cantabria - Department of Economics
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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
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Champernowne distribution, generalized gamma distribution, generalized beta distributions, κ‐generalized income distribution