Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors

José Pablo Arias-Nicolás, María Isabel Parra, Mario Martínez Pizarro, Eva L. Sanjuán. Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors. Axioms, 13(2):77, February 2024. [doi]

Abstract

Abstract is missing.