Empirical analysis on economic capital by TailVaR model

被引：0
|
作者：
Fan, Liu [1 ]
Ling, Tian [1 ]
机构：
[1] Department Insurance and Actuary, Economics and Management School, Wuhan University, 430072, Wuhan, China
来源：
International Journal of Information Technology and Management | 2014年 / 13卷 / 01期
关键词：
Copyrights - Economic analysis - Risk assessment - Insurance;
D O I：
10.1504/IJITM.2014.059158
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：95 / 102
相关论文
共 50 条
  • [1] Fixed Capital Investmens and Economic Growth: An Empirical Analysis
    Cetin, Murat
    ESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCES, 2012, 7 (01): : 211 - 230
  • [2] HUMAN CAPITAL FORMATION AND ECONOMIC DEVELOPMENT IN PAKISTAN: AN EMPIRICAL ANALYSIS
    Chani, Muhammad Irfan
    Hassan, Mahboob Ul
    Shahid, Muhammad
    ACTUAL PROBLEMS OF ECONOMICS, 2012, (132): : 486 - 495
  • [3] The Impact of Capital Formation on Economic Diversification in GCC Countries-Empirical Analysis Based on the PVAR Model
    Jolo, Abdulrahman M.
    Koc, Muammer
    SUSTAINABILITY, 2023, 15 (14)
  • [4] Empirical Analysis on Human Capital Contributing to the Economic Growth of Hebei Province
    Li Xiaojing
    Luo Ting
    RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2, 2008, : 87 - 91
  • [5] An Empirical Analysis of Social Capital and Economic Growth in Europe (1980–2000)
    Isabel Neira
    Emilia Vázquez
    Marta Portela
    Social Indicators Research, 2009, 92 : 111 - 129
  • [6] The Empirical Analysis of the Human Capital's Influence on the Economic Growth of Jiangxi
    Zhou Xuejun
    Zhang Xiao
    PROCEEDINGS OF 2010 INTERNATIONAL SYMPOSIUM - LABOR EMPLOYMENT AND INCOME DISTRIBUTION STUDIES, 2010, : 297 - 301
  • [7] Human Capital Determinants and Economic Growth in Jammu and Kashmir: An Empirical Analysis
    Khan, Javid Ahmad
    Ganai, Sayed Gulzar
    Bhat, Showkat Ahmad
    INDIAN JOURNAL OF ECONOMICS AND DEVELOPMENT, 2022, 18 (04) : 900 - 907
  • [8] An Empirical Analysis of the Relationship between Capital Markets and Economic Growth in China
    Qian, Tingting
    PROCEEDINGS OF THE FIRST INTERNATIONAL CONFERENCE ECONOMIC AND BUSINESS MANAGEMENT 2016, 2016, 16 : 108 - 113
  • [9] The Empirical Analysis on the Economic Capital of The Investment Risks in the Chinese Insurance Company
    Tian Lin
    Wang Zhengwen
    Xu Haifeng
    PROCEEDINGS OF THE 2011 CHINA INTERNATIONAL CONFERENCE ON INSURANCE AND RISK MANAGEMENT, 2011, : 82 - 85
  • [10] Stock Allocation Model Construction and Empirical Research on Credit Operations Economic Capital
    Fang Houqing
    He Jianmin
    Shen Li
    NINTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS I-III, 2010, : 2472 - 2478
12345