Research paper / RESOURCE PROFILE

A compensatory model for quantile estimation and application to VaR

Publication: A compensatory model for quantile estimation and application to VaR. Published Dec 14, 2021.

Portfolio & Risk
arxiv.orgPublished Dec 14, 2021
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Overview

Publication: A compensatory model for quantile estimation and application to VaR. Published Dec 14, 2021.

Publication information

Publication title
A compensatory model for quantile estimation and application to VaR
Authors
Xiaoyuan Tian, Shuzhen Yang
Published
Dec 14, 2021
Last publication revision
Aug 17, 2026
Subject areas
q-fin.MF, math.PR, math.ST
Publication source
arxiv.org · abs/2112.07278v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2112.07278 ↗

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