Risk measurement performance of alternative distribution functions
Year of publication: |
2008
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Authors: | Bali, Turan G. ; Theodossiou, Panayiotis |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 75.2008, 2, p. 411-437
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Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Betriebliche Liquidität | Corporate liquidity | Versicherungsökonomik | Economics of insurance | Theorie | Theory |
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