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-VaR and -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Insurance: Mathematics and Economics, 2009exaly
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit
Insurance: Mathematics and Economics, 2016exaly
A Study On Value At Risk (VAR) Models In Measuring Market Risk
International Journal of Research Publication and ReviewsG. Sathvika +2 more
openaire +1 more source
Financial Risk Measurement for Turkish Insurance Companies Using VaR Models
Journal of Financial Risk Management, 2015exaly