1
-
1
of
1
results (0.45 seconds)
Sort By:
-
Risk Aggregation and Diversification
typically attempts to measure the risk of a random sum, S = i=1 d ∑ Xi, in which the individual risks 𝑋𝑋𝑖𝑖 ... limit theorem, which states that the sum of risks, S , is approximately normally distributed if the number ...- Authors: Carole Bernard, steven vanduffel
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation