Ο μετασχηματισμός υπερβάλλοντος πλούτου και εφαρμογές
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Keywords
Υπερβάλλων πλούτος ; ShortfallAbstract
In the present thesis the concept of excess wealth will be presented. Following an introduction to the concept, as it is commonly perceived in everyday language, its importance in the field of economics as a measure of economic inequality will be elucidated. The most appropriate distributions that can describe extreme values of observations in economic and financial analysis will be presented in some detail. It will then be correlated with Shortfall VaR, which is used in risk management as a measure to describe the market risk of a portfolio of assets. Finally, a short introduction to the stochastic ordering will be provided and at the same time the stochastic model of excess wealth will be presented with some of its properties.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
101Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα