BOUND OF AGGREGATE RISK MEASURES
In finance and insurance industries, risk may come from several sources. Therefore, the concept of aggregate risk can be used to forecast the risk value that might occur. Risk value forecast can be measured by several risk measurements such as Value at Risk (VaR), Tail VaR (TVaR), and Adjusted TV...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/39156 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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