THE EVALUATION OF RISK REGARDING INSURANCE. STATISTICAL METHODS OF RISK DISSIPATION

THE EVALUATION OF RISK REGARDING INSURANCE. STATISTICAL METHODS OF RISK DISSIPATION

Value at risk (VaR) is a summary statistic that quantifies the exposureof an asset or portfolio to market risk. Value at risk is now viewed by many as indispensableammunition in any serious corporate risk manager’s arsenal. VaR is often used as anapproximation of the maximum reasonable loss a compan...

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Bibliographic Details
Main Authors: MIHAI ARISTOTEL UNGUREANU, MIHAELA GRUIESCU, CORINA IOANĂŞ, DRAGOŞ DAN MOREGA
Format: Article
Language:English
Published: University of Petrosani 2010-01-01
Series:Annals of the University of Petrosani: Economics
Subjects:
insurance
value at risk
risk management
risk statistic
Online Access:http://www.upet.ro/anale/economie/pdf/20100234.pdf

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