Large portfolio losses

• 1 January 2004
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 8  (1) , 3-16
• https://doi.org/10.1007/s00780-003-0107-2

Abstract

Keywords

• INSURANCE
• LARGE DEVIATIONS
• PORTFOLIO LOSS
• RISK MEASURE
• DEVELOPING COUNTRY