Login / Signup
Melvern Leung
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Minimum Risk
Bayesian Decision
Data Driven
Posterior Distribution
Top Venues
Eur. J. Oper. Res.
</>
Publications
</>
Melvern Leung
,
Youwei Li
,
Athanasios A. Pantelous
,
Samuel A. Vigne
Bayesian Value-at-Risk backtesting: The case of annuity pricing.
Eur. J. Oper. Res.
293 (2) (2021)