Pregled bibliografske jedinice broj: 328773
Risk measure modelling
Risk measure modelling // Interdisciplinary management research III / Brković, Dražen ; Runzheimer, Bodo (ur.).
Osijek: Ekonomski fakultet Sveučilišta Josipa Jurja Strossmayera u Osijeku, 2007. str. 241-249 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 328773 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
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 Sveučilišta Josipa Jurja Strossmayera u Osijeku, 2007, 241-249
ISBN
978-953-253-026-1
Skup
Interdisciplinary management research III
Mjesto i datum
Poreč, Hrvatska, 26.11.2006. - 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
Projekti:
internetske usluge u ruralnim područjima
Širokopojasni pristup
165-0362027-1479 - Širokopojasni pristup i internetske usluge u ruralnim područjima (Žagar, Drago, MZO ) ( CroRIS)
Ustanove:
Fakultet elektrotehnike, računarstva i informacijskih tehnologija Osijek
Profili:
Dominika Crnjac Milić
(autor)
