Raising Value at Risk

DOI10.1080/10920277.1999.10595804zbMATH Open1082.91546OpenAlexW2020582168MaRDI QIDQ5718367FDOQ5718367

Authors: Julia Lynn Wirch 

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

Mathematics Subject Classification ID

Cites Work

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Cited In (4)

• A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data
• “Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999
• A synthesis of risk measures for capital adequacy
• Modeling Catastrophes and their Impact on Insurance Portfolios

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