Simulating Value at Risk: filtering historical simulation

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• Chapters from the same volume (available individually)

  • Presentazione
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  • Risk aversion and coherent risk measures: a spectral representation theorem
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  • Simulating Value at Risk: filtering historical simulation
  • Strumenti di governo delle imprese di assicurazione del ramo vita
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  • Economic ideas of Bruno de Finetti in the Wierner Process Model
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  • A simulation model for solvency and reinsurance analyses in general insurance
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  • Gli autori
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• Information

  DOI: 10.1400/51524

  Permalink: https://digital.casalini.it/10.1400/51524