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

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      <subfield code="a">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</subfield>
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      <subfield code="a">The Journal of risk and insurance</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
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      <subfield code="g">Volume 73, number 1, June 2006 ;  p. 193-229</subfield>
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