Bootstrap control charts in monitoring value at risk in insurance

Expert Systems with Applications

Volumn 40, Issue 15, 2013, Pages 6125-6135

  Abbasi, Babak ^a   Guillen, Montserrat ^b  

^a RMIT UNIVERSITY   (Australia)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Bootstrap; Control chart; Quantile; Risk monitoring; Variable sample size

Indexed keywords

FLOWCHARTING; INSURANCE; INTELLIGENT SYSTEMS; MONTE CARLO METHODS; RANDOM VARIABLES; RISK ASSESSMENT; VALUE ENGINEERING; WEIBULL DISTRIBUTION;

BOOTSTRAP; DEPOSIT INSURANCES; HISTORICAL DATA; INSURANCE COMPANIES; MAKING DECISION; QUANTILE; RISK MEASURES; RISK MONITORING; VALUE AT RISK; VARIABLE SAMPLE SIZE;

CONTROL CHARTS;

EID: 84878918941     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2013.05.028     Document Type: Article

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