Sample dependence of risk premiums
Abstract
An important problem in the banking and insurance industries is that of pricing risk. The two come together when a bank buys insurance to decrease the impact of potential operational risk losses. The price of such insurance hinges on the computation of risk premiums, which involves the computation of expected values with respect to the loss distribution. When the empirical data set is not large and loss distributions are inferred from the data,...
Paper Details
Title
Sample dependence of risk premiums
Published Date
Jan 1, 2019
Journal
Citation AnalysisPro
You’ll need to upgrade your plan to Pro
Looking to understand the true influence of a researcher’s work across journals & affiliations?
- Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
- Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Notes
History