Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
After VaR: The Theory, Estimation and Insurance Applications of Quantile-based Risk Measures.
Dowd, K.; Blake, D.
Authors
D. Blake
Citation
Dowd, K., & Blake, D. (2006). After VaR: The Theory, Estimation and Insurance Applications of Quantile-based Risk Measures. Journal of Risk and Insurance, 73(2), 193-228. https://doi.org/10.1111/j.1539-6975.2006.00171.x
| Journal Article Type | Article |
|---|---|
| Publication Date | 2006 |
| Deposit Date | Aug 15, 2013 |
| Journal | Journal of Risk and Insurance |
| Print ISSN | 0022-4367 |
| Electronic ISSN | 1539-6975 |
| Publisher | Wiley |
| Peer Reviewed | Peer Reviewed |
| Volume | 73 |
| Issue | 2 |
| Pages | 193-228 |
| DOI | https://doi.org/10.1111/j.1539-6975.2006.00171.x |
| Public URL | https://durham-repository.worktribe.com/output/1479643 |
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