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

页码：95 / 102

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