IDEAS home Printed from https://ideas.repec.org/p/hal/wpaper/hal-04177863.html
   My bibliography  Save this paper

VALUE AT RISK AT CHOQUET (VaRC)
[LA VALEUR EN RISQUE A LA CHOQUET (VaRC)]

Author

Listed:
  • Issouf Abdou

    (Université des Comores, BP 2585, Moroni, rue de la Corniche Comores)

  • Philibert Andriamanantena

    (Jean RALAIMONGO Ankofafa Andrefana, 301 Fianarantsoa,)

  • Raoul Mamy

    (Université d’Antananarivo, Faculté de Droit, d’Economie, de Gestion et de Sociologie Ankatso, 101 Madagascar)

  • Rivo Rakotozafy

    (Université de Fianarantsoa, BP 1264, Andrainjato, 301 Fianarantsoa, Madagascar)

Abstract

These papers present a risk management model in a complex environment such as that of microfinance. These environments have not yet benefited from any suitable risk assessment model. Inspired by the utility à la Choquet dependent on the state of nature, this model makes it possible to incorporate the economic context in the evaluation of the value at risk. It is a subjective model and an extreme risk measurement tool.

Suggested Citation

  • Issouf Abdou & Philibert Andriamanantena & Raoul Mamy & Rivo Rakotozafy, 2023. "VALUE AT RISK AT CHOQUET (VaRC) [LA VALEUR EN RISQUE A LA CHOQUET (VaRC)]," Working Papers hal-04177863, HAL.
    • Handle: RePEc:hal:wpaper:hal-04177863
    Note: View the original document on HAL open archive server: https://hal.science/hal-04177863
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    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:hal:wpaper:hal-04177863. 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.