Risk

MaRDI QIDQ153963CRANFDO

Authors Saralees Nadarajah

Last update 8 June 2017

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.0

Cites work

• Asymmetric Least Squares Estimation and Testing
• Entropic Value-at-Risk: A New Coherent Risk Measure
• External Risk Measures and Basel Accords
• Beyond the VaR
• Comparison of risks based on the expected proportional shortfall
• An Actuarial Index of the Right-Tail Risk
• Several possible measures of risk
• Some extensions of Luce's measures of risk

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