Application of Var Method
Authors
Ping Hu, Jinwu Fang
Corresponding Author
Ping Hu
Available Online September 2016.
- DOI
- 10.2991/meici-16.2016.257How to use a DOI?
- Keywords
- Insurance; Risk factor; Var; Co-variance method; Multivariate normal distribution
- Abstract
Since the 2008 financial crisis, the European debt crisis continuous fermentation in the background, the financial risk has become the focus concern of governments. Risk measurement is the core part of risk management in China, the opening of financial market background, research on risk measurement is of very important significance. A global perspective, the main method of risk measurement is Var in the insurance market. This paper introduces the application of Var in insurance, calculate and analyze their respective Var
- Copyright
- © 2016, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Ping Hu AU - Jinwu Fang PY - 2016/09 DA - 2016/09 TI - Application of Var Method BT - Proceedings of the 2016 6th International Conference on Management, Education, Information and Control (MEICI 2016) PB - Atlantis Press SP - 1236 EP - 1239 SN - 1951-6851 UR - https://doi.org/10.2991/meici-16.2016.257 DO - 10.2991/meici-16.2016.257 ID - Hu2016/09 ER -