Properties of a risk measure derived from ruin theory
Year of publication: |
2011
|
---|---|
Authors: | Trufin, Julien ; Albrecher, Hansjörg ; Denuit, Michel M. |
Published in: |
The Geneva risk and insurance review. - Basingstoke : Palgrave Macmillan, ISSN 1554-964X, ZDB-ID 2197992-3. - Vol. 36.2011, 2, p. 174-188
|
Subject: | VAR-Modell | VAR model | Risikomaß | Risk measure | Risiko | Risk |
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