1
-
3
of
3
results (0.73 seconds)
Sort By:
-
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 ...- 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
-
Comparing Needs for Initial Surplus in Collective Risk Models
Risk Models The initial risk reserves in collective risk models vary according to the underlying claim ... distribution, and a suitable level of ruin probability. A thorough analysis of the needed initial surplus for ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
-
A Space Marching Finite Difference Algorithm for Valuing American
Algorithm for Valuing American This is the abstract of the paper A Space Marching Finite Difference ... Valuing American. In this paper, the author considers the problem of valuating American options written ...- Authors: Lijia Guo
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Derivatives