Raising Value at Risk
From MaRDI portal
Publication:5718367
DOI10.1080/10920277.1999.10595804zbMath1082.91546OpenAlexW2020582168MaRDI QIDQ5718367
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.1999.10595804
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
A synthesis of risk measures for capital adequacy ⋮ Modeling Catastrophes and their Impact on Insurance Portfolios ⋮ “Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999
Cites Work
This page was built for publication: Raising Value at Risk
