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
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
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页码:95 / 102
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