The applications of a new risk index “Riskiness” on the risk management of insurance companies
碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === When mentioning the risk management or risk index, we usually use VaR to deal with the risk, which is developed by JPMorgen Chase at 1990s. VaR is a widely used risk index of the risk of loss on a specific portfolio of financial assets. It is defined as a thresh...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/88549168745664468582 |