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Leung, Melvern, Li, Youwei, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Vigne, Samuel A
(2021)
Bayesian Value-at-Risk backtesting: The case of annuity pricing.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 293 (2).
pp. 786-801.