The use of the triangular approximation for some complicated risk measurement calculations
Nick Georgiopoulos
| Year of publication: |
September 2017
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| Authors: | Georgiopoulos, Nick |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 11.2017, 3, p. 69-98
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| Subject: | normal distribution | triangular approximation | collective risk model | model validation | value-at-risk (VaR) | insurance | Risikomaß | Risk measure | Risikomanagement | Risk management | Risikomodell | Risk model | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2017.179 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762994