2. Assume that the loss distribution has a polynomial tail and an estimate of a is 3.1....

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2. Assume that the loss distribution has a polynomial tail and an estimate of a is 3.1. If VaR(0.05) = $252, what is VaR(0.005)?

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Statistics And Data Analysis For Financial Engineering With R Examples

ISBN: 9781493926138

2nd Edition

Authors: David Ruppert, David S. Matteson

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Question Posted: Nov 02, 2024 04:01 AM

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2. Assume that the loss distribution has a polynomial tail and an estimate of a is 3.1. If VaR(0.05) = $252, what is VaR(0.005)?
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2. Assume that the loss distribution has a polynomial tail and an estimate of a is 3.1....

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Statistics And Data Analysis For Financial Engineering With R Examples

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