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Understanding value at risk for insurers

Author: Deborah Cernauskas, Gabriel David and Anthony Tarantino

Source: Life & Pension Risk | 31 Aug 2010

Categories: VAR

Topics: Operational risk modelling, Value-at-risk (VAR)

‘This is unprecedented.’ The phrase is the mantra of risk managers after every major loss or black swan event. Humans have a tendency to believe the...

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Understanding value at risk for insurers

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