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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
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Risiko-Management in Pensionskassen: Status und Kommentar zur Risiko-Management-Verordnung
Schiendl, Günther - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 55 (2007) 5, pp. 359-364
Persistent link: https://www.econbiz.de/10003463693
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590
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An extreme value theory for measuring financial risk in the Uruguayan pension funds
Magnou, Guillermo - In: Revista de economía 24 (2017) 1, pp. 155-175
Persistent link: https://www.econbiz.de/10011924722
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Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui; Liang, Zongxia; Xia, Yi - In: European journal of operational research : EJOR 305 (2023) 2, pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10000682884
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Beyond value at risk : the new science of risk management
Dowd, Kevin - 1998
Persistent link: https://www.econbiz.de/10000636623
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Value at risk : the new benchmark for managing financial risk
Jorion, Philippe - 2007 - 3. ed.
Persistent link: https://www.econbiz.de/10003323103
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Risikomanagement und Risikocontrolling : Risikocontrolling - ein integrierter Bestandteil einer modernen Risikomanagement-Konzeption
Diederichs, Marc - 2010 - 2., korrigierte Aufl.
Persistent link: https://www.econbiz.de/10003885562