An Empirical Test on the Value-at-Risk Estimation of a Life Insurance Company
碩士 === 國立政治大學 === 風險管理與保險研究所 === 102 === Value-at-Risk (VaR), nowadays, is the most widely adopted risk management method for measuring market risk in financial institutions, like banks, securities companies, and insurance companies etc. Although this measure is so widespread, it has some setbacks....
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/b9m6zy |