Different Kinds of Risk

Paul Embrechts (), Hansjörg Furrer () and Roger Kaufmann ()
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Paul Embrechts: ETH Zürich, Department of Mathematics
Hansjörg Furrer: Swiss Life
Roger Kaufmann: AXA Winterthur

Chapter 32 in Handbook of Financial Time Series, 2009, pp 729-751 from Springer

Abstract: Abstract Over the last twenty years, the financial industry has developed numerous tools for the quantitative measurement of risk. The need for this was mainly due to changing market conditions and regulatory guidelines. In this article we review these processes and summarize the most important risk categories considered.

Keywords: Credit Risk; Operational Risk; Market Risk; Default Probability; Insurance Risk (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/978-3-540-71297-8_32

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