Estimating the Value-at-Risk (VaR) in stock investment of insurance companies: An application of the extreme value theory
As a capital market investment, stocks have risks that must be managed. Therefore, investors should consider the returns and risks of investment products. This study aims to estimate the risk of insurance companies' loss when investing. The method used to estimate the level of risk is...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2023-01-01
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| Series: | Decision Science Letters |
| Online Access: | http://www.growingscience.com/dsl/Vol12/dsl_2023_35.pdf |