Centro de Documentacion de Fundación MAPFRE - After VAR : the theory, estimation, and insurance applications of quantile-based risk measures

Notas: 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 measuresRegistros relacionados: 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
Títulos secundários: Título: The Journal of risk and insurance
Outras classificações: 322