Coherent risk measure - PDFSEARCH.IO - Document Search Engine

Coherent risk measure
Results: 54

#	Item
41	rcapheterogenekansmaten.dvi Add to Reading List Source URL: www.aria.org Language: English - Date: 2014-11-13 04:27:03 Financial economics Mathematical analysis Economics Pareto efficiency Coherent risk measure Risk Spectral risk measure Capital asset pricing model Utility Mathematical finance Financial risk Actuarial science
42	PDF Document Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2009-06-24 12:40:46 Financial economics Insurance Solvency II Directive Value at risk Economic capital RiskMetrics European Insurance and Occupational Pensions Authority Coherent risk measure Reinsurance Actuarial science Financial risk Risk
43	PDF Document Add to Reading List Source URL: ec.europa.eu Language: English - Date: 2009-06-24 12:40:46 Mathematical finance Risk Insurance Solvency II Directive Economic capital Value at risk Coherent risk measure Tail value at risk Basel II Actuarial science Financial risk Financial economics
44	Consistent Modeling of Risk Averse Behavior with Spectral Risk Measures Hans Peter Wächter und Thomas Mazzoni Diskussionsbeitrag Nr. 455 August 2010 Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-12-05 03:57:21 Actuarial science Statistics Economics Decision theory Financial economics Spectral risk measure Risk aversion Exponential utility Coherent risk measure Financial risk Mathematical finance Utility
45	SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIOS CLAUDIO ALBANESE AND STEPHAN LAWI A BSTRACT. In this article, we experiment with several different risk measures such as standard deviation, value-at-risk, expected shortfall Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Financial economics Actuarial science Economics Coherent risk measure Diversification Risk measure Spectral risk measure Expected shortfall Risk Financial risk Mathematical finance Statistics
46	Whitepaper Risk management for Solvency II and beyond: a survey of some recent methods This document includes a survey of some recent methods and explains the areas of focus: modeling, ordering of risk, statistical and Add to Reading List Source URL: www.solvency2explained.com Language: English - Date: 2011-07-07 11:50:53 Risk Economics Liquidity risk Reinsurance Coherent risk measure Financial risk modeling Diversification Value at risk Economic capital Financial risk Actuarial science Financial economics
47	TAIL CONDITIONAL EXPECTATIONS DISTRIBUTIONS Add to Reading List Source URL: math.illinoisstate.edu Language: English - Date: 2011-02-26 22:05:07 Elliptical distribution Normal distribution Multivariate normal distribution Cumulative distribution function Cauchy distribution Joint probability distribution Multivariate random variable Coherent risk measure Characteristic function Statistics Probability theory Probability and statistics
48	Value at Risk, Expected Shortfall, and Marginal Risk Contribution May 2002 Add to Reading List Source URL: www.bwl.uni-wuerzburg.de Language: English - Date: 2006-08-07 10:22:27 Mathematical finance Mathematical sciences Applied mathematics Probability theory Data analysis Coherent risk measure Value at risk Variance Standard deviation Statistics Financial risk Actuarial science
49	PDF Document Add to Reading List Source URL: www.stochastik.uni-freiburg.de Language: English - Date: 2008-02-04 04:08:44 Mathematical finance Coherent risk measure Lp space Locally convex topological vector space Acceptance set Banach–Alaoglu theorem Convex function Weak topology Expected shortfall Mathematical analysis Mathematics Financial risk
50	PDF Document Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2008-09-29 15:21:32 Mathematical sciences Financial risk Actuarial science Martingale theory Risk-neutral measure Entropic risk measure Girsanov theorem Coherent risk measure Utility Statistics Mathematical finance Stochastic processes

UPDATE