After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures-Reference-Cited by-同舟云学术

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After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures

Published:2006-06 Issue:2 Volume:73 Page:193-229
ISSN:0022-4367
Container-title:Journal of Risk Insurance
language:en
Short-container-title:J Risk & Insurance

Author:

Dowd Kevin,Blake David

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1539-6975.2006.00171.x/fullpdf

Reference145 articles.

1. Spectral measures of risk: A coherent representation of subjective risk aversion

2. M. N. Altschull, and D. L. Robbins , 2003 , The Impact of Dynamic Policyholder Behavior on Capital Requirements, Tillinghast-Towers Perrin 2003 Stochastic Modeling Symposium, July .

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