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Kateřina Zelinková
Publications - 1
Kateřina Zelinková is an academic researcher. The author has contributed to research in topics: Generalized beta distribution & Probability distribution. The author has co-authored 1 publications.
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Fitting probability distributions to market risk and insurance risk
TL;DR: In this paper, a parametric VaR approach is used to find the best probability distribution for stock exchange index returns and for insurance claims, and the value at risk is calculated even though the time series do not correspond to the stated types of probability distribution.