Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	19
Journal	North American Actuarial Journal
Publication status	Accepted/In press - 2025

Cite this

@article{3a1eebca7a3944ff8e33d71795af63b2,

title = "Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions",

author = "Carole Bernard and Rodrigue Kazzi and Steven Vanduffel",

year = "2025",

language = "English",

journal = "North American Actuarial Journal",

issn = "1092-0277",

publisher = "Society of Actuaries",

}