The Strategic Uses of Value at Risk

DOI10.1080/10920277.1999.10595803MaRDI QIDQ5718366zbMATH OpenOpenAlexFDO

Authors William H. Panning

Publication date 13 January 2006

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.1999.10595803

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• The pricing of options and corporate liabilities

Cited in

(3)

• The Financial Modeling of Property-Casualty Insurance Companies
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
• It's about time: an examination of loss reserve development time horizons

Describes a project that uses

Uses Software

• RiskMetrics

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