<--- Back to Details
First PageDocument Content
Mathematical analysis / Statistics / Probability / Actuarial science / Probability distributions / Probability theory / Heavy-tailed distribution / Risk / Variance / Power law / Value at risk / Central limit theorem
Date: 2014-05-24 07:54:40
Mathematical analysis
Statistics
Probability
Actuarial science
Probability distributions
Probability theory
Heavy-tailed distribution
Risk
Variance
Power law
Value at risk
Central limit theorem

Risk and Financing of Heavy-Tailed Losses Michael R. Powers Finance Department, Tsinghua SEM May 21, 2014

Add to Reading List

Source URL: www.ccfz.ch

Download Document from Source Website

File Size: 493,91 KB

Share Document on Facebook

Similar Documents

Perspectival Variance and Worldly Fragmentation Martin A. Lipman Objects often manifest themselves in incompatible ways across perspectives that are epistemically on a par. The standard response to such cases is to deny

Perspectival Variance and Worldly Fragmentation Martin A. Lipman Objects often manifest themselves in incompatible ways across perspectives that are epistemically on a par. The standard response to such cases is to deny

DocID: 1vrXP - View Document

Microsoft WordAPP Variance

Microsoft WordAPP Variance

DocID: 1vrre - View Document

IETF Trust Statement of Activity For the Month Ending March 31, 2017 March  YTD Actual YTD Budget YTD Variance Annual Budget Notes

IETF Trust Statement of Activity For the Month Ending March 31, 2017 March YTD Actual YTD Budget YTD Variance Annual Budget Notes

DocID: 1voPG - View Document

LAKE SHASTINA PROPERTY OWNERS ASSOCIATIONEverhart Drive Weed CaVoiceFaxApplication # ____________ APPLICATION FOR VARIANCE  DATE __________________

LAKE SHASTINA PROPERTY OWNERS ASSOCIATIONEverhart Drive Weed CaVoiceFaxApplication # ____________ APPLICATION FOR VARIANCE DATE __________________

DocID: 1vo6V - View Document

Portfolios & Systematic Risk Expected Return and Variance of a Portfolio E(R)=ΣwiE(ri) V(R)=ΣΣwiwjCov(ri,rj) The Variance Contributed by Stock i ΣwjCov(ri,rj) =Cov(ri,Σwjr)

Portfolios & Systematic Risk Expected Return and Variance of a Portfolio E(R)=ΣwiE(ri) V(R)=ΣΣwiwjCov(ri,rj) The Variance Contributed by Stock i ΣwjCov(ri,rj) =Cov(ri,Σwjr)

DocID: 1vnjW - View Document