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  • Value-at-Risk for Risk Portfolios
    paper, the author uses simple risk portfolios to discuss the abilities and shortcomings of the current ... methodologies which can be used to facilitate the aggregation of VaR measures. Statistical methods;Value ...

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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