Conditional Risk Measure Modeling For Latvian Insurance Companies
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References listed on IDEAS
- Ozun, Alper & Cifter, Atilla, 2007. "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper 2711, University Library of Munich, Germany.
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KeywordsLatvian insurance market; asset allocation; risk management; Value at Risk; conditional risk measures;
- G - Financial Economics
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