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Determining the premium of paddy insurance using the extreme value theory method and the operational value at risk approach
Journal of Physics Conference Series
◽
10.1088/1742-6596/1722/1/012059
◽
2021
◽
Vol 1722
◽
pp. 012059
Author(s):
Riaman
◽
Sukono
◽
S Supian
◽
N Ismail
Keyword(s):
At Risk
◽
Extreme Value Theory
◽
Value At Risk
◽
Value Theory
◽
Extreme Value
◽
Theory Method
◽
Risk Approach
Download Full-text
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The new hybrid value at risk approach based on the extreme value theory
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10.4067/s0718-52862016000100002
◽
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Vol 43
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SSRN Electronic Journal
◽
10.2139/ssrn.2009130
◽
2012
◽
Author(s):
Yi Ling Michelle-Joy Low
Keyword(s):
At Risk
◽
Comparative Study
◽
Extreme Value Theory
◽
Value At Risk
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◽
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Value At Risk Using Garch Volatility Models Augmented With Extreme Value Theory
Studies in Economics and Econometrics
◽
10.1080/10800379.2014.12097269
◽
2014
◽
Vol 38
(3)
◽
pp. 1-18
Author(s):
A. Dicks
◽
W.J. Conradie
◽
T. de Wet
Keyword(s):
At Risk
◽
Extreme Value Theory
◽
Value At Risk
◽
Value Theory
◽
Extreme Value
◽
Volatility Models
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Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory
SSRN Electronic Journal
◽
10.2139/ssrn.2147760
◽
2011
◽
Author(s):
Ryan Brauchler
Keyword(s):
At Risk
◽
Nonparametric Estimation
◽
Extreme Value Theory
◽
Value At Risk
◽
Value Theory
◽
Extreme Value
◽
Expected Shortfall
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Portfolio Value at Risk Bounds Using Extreme Value Theory
International Journal of Economics and Finance
◽
10.5539/ijef.v4n3p204
◽
2012
◽
Vol 4
(3)
◽
Cited By ~ 1
Author(s):
Skander Slim
◽
Imed Gammoudi
◽
Lotfi Belkacem
Keyword(s):
At Risk
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Extreme Value Theory
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Value At Risk
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Value Theory
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Extreme Value
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Risk Bounds
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Portfolio value-at-risk forecasting with GA-based extreme value theory
Expert Systems with Applications
◽
10.1016/j.eswa.2008.01.086
◽
2009
◽
Vol 36
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pp. 2503-2512
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Author(s):
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◽
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Keyword(s):
At Risk
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Extreme Value Theory
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Value At Risk
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Value Theory
◽
Extreme Value
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Risk Forecasting
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Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey
The Journal of Risk Finance
◽
10.1108/15265941011025189
◽
2010
◽
Vol 11
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pp. 164-179
◽
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Author(s):
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◽
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◽
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Value At Risk
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Risk Estimation
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Value Theory
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Estimating the 'value at risk' of EUA futures prices based on the extreme value theory
International Journal of Global Energy Issues
◽
10.1504/ijgei.2011.045027
◽
2011
◽
Vol 35
(2/3/4)
◽
pp. 145
◽
Cited By ~ 9
Author(s):
Zhi Fu Mi
◽
Yue Jun Zhang
Keyword(s):
At Risk
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Extreme Value Theory
◽
Value At Risk
◽
Value Theory
◽
Extreme Value
◽
Futures Prices
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Estimating Value-at-Risk in Electricity Market Based on Grey Extreme Value Theory
The Open Cybernetics & Systemics Journal
◽
10.2174/1874110x01408010896
◽
2014
◽
Vol 8
(1)
◽
pp. 896-903
Author(s):
Ruiqing Wang
Keyword(s):
At Risk
◽
Extreme Value Theory
◽
Electricity Market
◽
Value At Risk
◽
Value Theory
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Extreme Value
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Estimasi Value at Risk dalam Investasi Saham Subsektor Perbankan di Bursa Efek Indonesia dengan Pendekatan Extreme Value Theory
Jurnal Sains dan Seni ITS
◽
10.12962/j23373520.v6i2.24983
◽
2017
◽
Vol 6
(2)
◽
Author(s):
Salisa Minchatur Rohmah
◽
Agus Suharsono
Keyword(s):
At Risk
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Value At Risk
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