Application of Var Method

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/).

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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  -