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After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
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Section: Articles
Title: After VAR : the theory, estimation, and insurance applications of quantile-based risk measures / Kevin Dowd and David BlakeAuthor: Dowd, Kevin ‌
Notes: Authors discuss a number of quantile-based risk measures that have recenbtly been developed in the financial risk and actuarial-insurance literatures. The measures considered include the Value-at-Risk, coherent risk measures, spectral risk measures, and distortion risk measuresRelated records: En: The Journal of risk and insurance. - Orlando. - Volume 73, number 1, June 2006 ; p. 193-229Materia / lugar / evento: Gerencia de riesgos ‌Valoración de riesgos ‌Teoría de la estimación ‌Análisis de riesgos ‌Casos prácticos ‌Riesgo financiero ‌Métodos cuantitativos de medida ‌Otros autores: Blake, David ‌
Secondary titles: Título: The Journal of risk and insurance
Other categories: 322
Rights: In Copyright (InC)