Modeling and Generating Dependent Risk Processes for IRM and DFA
نویسندگان
چکیده
منابع مشابه
Modeling and Generating Dependent Risk Processes for Irm and Dfa
Modern Integrated Risk Management (IRM) and Dynamic Financial Analysis (DFA) rely in great part on an appropriate modeling of the stochastic behavior of the various risky assets and processes that influence the performance of the company under consideration. A major challenge here is a more substantial and realistic description and modeling of the various complex dependence structures between s...
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Modern Integrated Risk Management (IRM) and Dynamic Financial Analysis (DFA) rely in great part on an appropriate modeling of the stochastic behavior of the various risky assets and processes that influence the performance of the company under consideration. A major challenge here is a more substantial and realistic description and modeling of the various complex dependence structures between s...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2004
ISSN: 0515-0361,1783-1350
DOI: 10.2143/ast.34.2.505147