EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG

EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG

In risk management, risk measurement plays an important role in allocating capital as well as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a risk measure. The most popular method for evaluating risk is Value at Risk (VaR). But VaR does not fulfill the cohe...

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Bibliographic Details
Main Authors:	Rita Rahmawati, Agus Rusgiyono, Abdul Hoyyi, Di Asih I Maruddani
Format:	Article
Language:	English
Published:	Universitas Diponegoro 2019-07-01
Series:	Media Statistika
Online Access:	https://ejournal.undip.ac.id/index.php/media_statistika/article/view/23406

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