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Mitigating Extreme Risks through Securitization
$40 billion, $29.5 billion, $18.5 billion, and $17 billion, respec- tively 2. Concerned with great ... q for q ∈ [0, 1], and thus, for every 0 ≤ t ≤ T 17 and x ∈ R, Q1 (Yt > x) = 1− g ◦ P 1 (Yt ≤ x) ≥ ...- Authors: Kwai Hung Henry Lam, Qihe Tang, Zhongyi Yuan, Jose Blanchet
- Date: Mar 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management