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

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<rdf:Description>
<dc:creator>Dowd, Kevin</dc:creator>
<dc:creator>Blake, David</dc:creator>
<dc:date>2006-06-01</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/60046.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Teoría de la estimación</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Casos prácticos</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:subject xml:lang="es">Métodos cuantitativos de medida</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">After VAR : the theory, estimation, and insurance applications of quantile-based risk measures</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 73, number 1, June 2006 ;  p. 193-229</dc:relation>
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