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
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