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Pregled bibliografske jedinice broj: 328773

Risk measure modelling


Crnjac Milić, Dominika
Risk measure modelling // Interdisciplinary management research III / Brković, Dražen ; Runzheimer, Bodo (ur.).
Osijek: Ekonomski fakultet u Osijeku ; Hochschule Pforzheim University of Applied Sciences, 2007. str. 241-249 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


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Naslov
Risk measure modelling

Autori
Crnjac Milić, Dominika

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Interdisciplinary management research III / Brković, Dražen ; Runzheimer, Bodo - Osijek : Ekonomski fakultet u Osijeku ; Hochschule Pforzheim University of Applied Sciences, 2007, 241-249

ISBN
978-953-253-026-1

Skup
Interdisciplinary management research III

Mjesto i datum
Poreč, Hrvatska, 26-27.11.2006

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
measure ; risk measures ; moments ; random variable ; probability ; approximation ;

Sažetak
As a phenomenon, risk represents a latent quantity of money or equivalent values needed as a guarantee. We would like to model in some essential way the approach to potential loss caused by various agents. If the interest focuses on security, it is necessary to determine a limit. The aim of this paper is to refer to relevant literature and show how measure theory can be built as a mathematical discipline into economic theory providing thereby risk managers with a tool by means of which they will be able to link mathematical and economic thought.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekt / tema
165-0362027-1479 - Širokopojasni pristup i internetske usluge u ruralnim područjima (Drago Žagar, )
internetske usluge u ruralnim područjima
Širokopojasni pristup

Ustanove
Fakultet elektrotehnike, računarstva i informacijskih tehnologija Osijek

Profili:

Avatar Url Dominika Crnjac Milić (autor)

Citiraj ovu publikaciju

Crnjac Milić, Dominika
Risk measure modelling // Interdisciplinary management research III / Brković, Dražen ; Runzheimer, Bodo (ur.).
Osijek: Ekonomski fakultet u Osijeku ; Hochschule Pforzheim University of Applied Sciences, 2007. str. 241-249 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Crnjac Milić, D. (2007) Risk measure modelling. U: Brković, D. & Runzheimer, B. (ur.)Interdisciplinary management research III.
@article{article, author = {Crnjac Mili\'{c}, D.}, year = {2007}, pages = {241-249}, keywords = {measure, risk measures, moments, random variable, probability, approximation, }, isbn = {978-953-253-026-1}, title = {Risk measure modelling}, keyword = {measure, risk measures, moments, random variable, probability, approximation, }, publisher = {Ekonomski fakultet u Osijeku ; Hochschule Pforzheim University of Applied Sciences}, publisherplace = {Pore\v{c}, Hrvatska} }