After VAR : the theory, estimation, and insurance applications of quantile-based risk measures

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<title>After VAR</title>
<subTitle>: the theory, estimation, and insurance applications of quantile-based risk measures</subTitle>
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<title>The Journal of risk and insurance</title>
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<namePart>Dowd, Kevin</namePart>
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<namePart>Blake, David</namePart>
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<abstract>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 measures</abstract>
<note type="statement of responsibility">Kevin Dowd and David Blake</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Valoración de riesgos</topic>
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<topic>Teoría de la estimación</topic>
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<topic>Análisis de riesgos</topic>
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<topic>Casos prácticos</topic>
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<topic>Riesgo financiero</topic>
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<topic>Métodos cuantitativos de medida</topic>
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<identifier type="local">MAP20077000727</identifier>
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<text>Volume 73, number 1, June 2006 ;  p. 193-229</text>
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