Raising Value at Risk

DOI10.1080/10920277.1999.10595804MaRDI QIDQ5718367zbMATH OpenOpenAlexFDO

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

Cited in

(5)

• 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
• A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data
• A novel weighted family for the reinsurance actuarial risk analysis with applications

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