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Different Kinds of Risk - MaRDI portal

Different Kinds of Risk (Q3646979)

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English
Different Kinds of Risk
scientific article

    Statements

    title
    Different Kinds of Risk (English)
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    author
    Paul Embrechts
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    Hansjörg Furrer
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    Roger Kaufmann
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    publication date
    27 November 2009
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    zbMATH Keywords
    value-at-risk
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    risk measure
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    expected shortfall
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    credit risk
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    market risk
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    operational risk
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    Basel II
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    insurance risk
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    aggregation of risk
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G40
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    91-02
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    zbMATH DE Number
    5640059
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    OpenAlex ID
    W2604461
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