Different Kinds of Risk

DOI10.1007/978-3-540-71297-8_32MaRDI QIDQ3646979zbMATH OpenOpenAlexFDO

Authors Paul Embrechts, Hansjörg Furrer, Roger Kaufmann

Publication date 27 November 2009

Published in Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-71297-8_32

zbMATH Keywords

aggregation of riskBasel IIcredit riskexpected shortfallinsurance riskmarket riskoperational riskrisk measurevalue-at-risk

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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(7)

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• Strategic long-term financial risks: single risk factors
• Risk analysis with R language
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• The Integration Of Financial Services in Europe
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