Belles-Sampera, Jaume; Santolino, Miguel - In: Revista de Métodos Cuantitativos para la Economía y … 15 (2013), pp. 65-86
Increasing attention is paid to risk management under the recent regulatory frameworks of the insurance and financial sectors. It is required by the regulator that institutions have a capital to face potential losses from their activity. This capital is usually assessed by means of risk...
