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Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
such risk management processes as LP. Morgan's R/s/onetr/cs TM or Bankers Trust's RAROC TM, it has become ... additional different measures may be needed. ' S~ for e, xamplc Prudential [19963. 205 2. VALUE ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments