Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution

• Autores: Omer L. Gebizlioglu, Birdal Senoglu, Yeliz Mert Kantar
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 235, Nº 11, 2011 , págs. 3304-3314