After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071508152 | ||
| 003 | MAP | ||
| 005 | 20080418125809.0 | ||
| 007 | hzruuu---uuuu | ||
| 008 | 060629e20060601usa|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a322 | ||
| 100 | 1 | $0MAPA20080023379$aDowd, Kevin | |
| 245 | 1 | 0 | $aAfter VAR$b: the theory, estimation, and insurance applications of quantile-based risk measures$cKevin Dowd and David Blake |
| 520 | 8 | $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 | |
| 650 | 1 | 1 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | 1 | 1 | $0MAPA20080604394$aValoración de riesgos |
| 650 | 1 | 1 | $0MAPA20080612757$aTeoría de la estimación |
| 650 | 0 | 1 | $0MAPA20080588953$aAnálisis de riesgos |
| 650 | 1 | 1 | $0MAPA20080571566$aCasos prácticos |
| 650 | 0 | 1 | $0MAPA20080582418$aRiesgo financiero |
| 650 | 1 | 1 | $0MAPA20080627256$aMétodos cuantitativos de medida |
| 700 | 1 | $0MAPA20080038090$aBlake, David | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 73, number 1, June 2006 ; p. 193-229 |