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

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008  060629e20060601usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎322
1001 ‎$0‎MAPA20080023379‎$a‎Dowd, Kevin
24510‎$a‎After VAR‎$b‎: the theory, estimation, and insurance applications of quantile-based risk measures‎$c‎Kevin Dowd and David Blake
5208 ‎$a‎Authors 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
65011‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
65011‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
65011‎$0‎MAPA20080612757‎$a‎Teoría de la estimación
65001‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
65011‎$0‎MAPA20080571566‎$a‎Casos prácticos
65001‎$0‎MAPA20080582418‎$a‎Riesgo financiero
65011‎$0‎MAPA20080627256‎$a‎Métodos cuantitativos de medida
7001 ‎$0‎MAPA20080038090‎$a‎Blake, David
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 73, number 1, June 2006 ; p. 193-229