In this paper, the authors present a new value-at-risk (VaR) model for the estimation of market risk in banks and other financial institutions. The model is labeled a new historical bootstrap VaR ...

Is Bootstrapping Sufficient for Validating a Risk Model for Selection of Participants for a Lung Cancer Screening Program? The following represents disclosure information provided by authors of this ...

In this paper, the importance of the empirical bootstrap (EB) in assessing minimal operational risk capital is discussed, and an alternative way of estimating minimal operational risk capital using a ...