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  • Value-at-Risk for Risk Portfolios
    Value-at-Risk for Risk Portfolios In this paper, the author uses simple risk portfolios to discuss the abilities ... abilities and shortcomings of the current methodologies for Value-at Risk [VaR], and suggests methodologies ...

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    • Authors: Julia Lynn Wirch-Viinikka
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Financial Economics vs. Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World
    Traditional Actuarial Methods/ Back to Basics: Risk Neutral vs. Real World Presented at May 2005 Spring ... solving investment-risk problems. Derivatives;Hedge funds;Investment strategy;Market value of assets;Policyholder ...

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    • Authors: Graham D Ireland, Tamara Burden, Julia Lynn Wirch-Viinikka
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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