Katharine Beer is a writer, editor, and archivist based in New York. She has a broad range of experience in research and writing, having covered subjects as diverse as the history of New York City's ...

We evaluate the performance of different approaches for estimating quantiles of com- pound distributions, which are widely used for risk quantification in the banking and insurance industries. We ...

PROC STDIZE offers two methods for computing quantiles: the one-pass approach and the order-statistics approach (like that used in the UNIVARIATE procedure). The one-pass approach used in PROC STDIZE ...

Operational risk reserves are still widely estimated using the loss distribution approach. The accuracy of the estimation depends heavily on the accuracy with which the extreme quantiles of the ...

We consider Bayesian inferences on a type of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Unlike univariate quantiles, the ...

A Bitcoin researcher says a quasi-exponential decay trend could even see BTC's price going as high as $300,000 in 2025. After dropping 3.45% on Sept. 30, Bitcoin (BTC) missed out on a monthly bullish ...

Lichtendahl, Kenneth C., Yael Grushka-Cockayne, and Robert L. Winkler. "Is it Better to Average Probabilities or Quantiles?" Management Science 59, no. 7 (July 2013): 1594–1611.