Raising Value at Risk
Author
Abstract
Suggested Citation
DOI: 10.1080/10920277.1999.10595804
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mohamed Ibrahim & Walid Emam & Yusra Tashkandy & M. Masoom Ali & Haitham M. Yousof, 2023. "Bayesian and Non-Bayesian Risk Analysis and Assessment under Left-Skewed Insurance Data and a Novel Compound Reciprocal Rayleigh Extension," Mathematics, MDPI, vol. 11(7), pages 1-26, March.
- Lynn Wirch, Julia & Hardy, Mary R., 1999. "A synthesis of risk measures for capital adequacy," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 337-347, December.
- Maurer, Raimond H. & Schlag, Christian, 2002. "Money-back guarantees in individual pension accounts: Evidence from the German pension reform," CFS Working Paper Series 2002/03, Center for Financial Studies (CFS).
- Albrecht, Peter, 2003. "Risk measures," Papers 03-01, Sonderforschungsbreich 504.
- José Daniel López-Barrientos & Ekaterina Viktorovna Gromova & Ekaterina Sergeevna Miroshnichenko, 2020. "Resource Exploitation in a Stochastic Horizon under Two Parametric Interpretations," Mathematics, MDPI, vol. 8(7), pages 1-29, July.
- Albrecht, Peter & Maurer, Raimond & Ruckpaul, Ulla, 2001. "On the risks of stocks in the long run : a probabilistic approach based on measures of shortfall risk," Papers 01-12, Sonderforschungsbreich 504.
- Haitham M. Yousof & Yusra Tashkandy & Walid Emam & M. Masoom Ali & Mohamed Ibrahim, 2023. "A New Reciprocal Weibull Extension for Modeling Extreme Values with Risk Analysis under Insurance Data," Mathematics, MDPI, vol. 11(4), pages 1-26, February.
- Haitham M. Yousof & Walid Emam & Yusra Tashkandy & M. Masoom Ali & R. Minkah & Mohamed Ibrahim, 2023. "A Novel Model for Quantitative Risk Assessment under Claim-Size Data with Bimodal and Symmetric Data Modeling," Mathematics, MDPI, vol. 11(6), pages 1-31, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:uaajxx:v:3:y:1999:i:2:p:106-115. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/uaaj .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.