<--- Back to Details
First PageDocument Content
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
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

Add to Reading List

Source URL: ec.europa.eu

Download Document from Source Website

File Size: 143,88 KB

Share Document on Facebook

Similar Documents

Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De Reims

DocID: 1uKtW - View Document

EXAMINES DIFFERENT COMPUTATIONAL APPROACHES OF VALUE-AT-RISK (VAR) FOR BSE INDEX STOCKS OF SENSEX

DocID: 1uBJz - View Document

THE IMPLEMENTATION OF VALUE AT RISKBank of Israel Banking Review No), 61–87 61 THE IMPLEMENTATION OF VALUE AT RISK (VaR) IN ISRAEL’S BANKING SYSTEM BEN Z. SCHREIBER,* ZVI WIENER,** AND DAVID ZAKEN*

DocID: 1rXjb - View Document

European Finance Review 2: 189–193, 1999. © 1999 Kluwer Academic Publishers. Printed in the NetherlandsComment on ‘Non-Linear Value-at-Risk’

DocID: 1rPmj - View Document

Proceedings of the International MultiConference of Engineers and Computer Scientists 2014 Vol II, IMECS 2014, March, 2014, Hong Kong Parallel Computation of Value at Risk using the Delta-Gamma Monte Carlo Approa

DocID: 1rICE - View Document