The Strategic Uses of Value at Risk

DOI10.1080/10920277.1999.10595803zbMATH Open1082.91544OpenAlexW2060804625MaRDI QIDQ5718366FDOQ5718366

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)

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
• The Financial Modeling of Property-Casualty Insurance Companies

Uses Software

• RiskMetrics

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