Calvin B. MAINA; Patrick G. O. WEKE; Carolyne A. OGUTU; Joseph A. M. OTTIENO. Estimating Value at Risk (VaR) and Expected Shortfall Using Normal Weighted Inverse Gaussian Distributions. Novel Research Aspects in Mathematical and Computer Science Vol. 7, [S. l.], p. 1–29, 2022. DOI: 10.9734/bpi/nramcs/v7/6817F. Disponível em: https://stm.bookpi.org/NRAMCS-V7/article/view/7946. Acesso em: 13 jun. 2026.