1932

Abstract

As an emerging field of applied research, quantitative risk management (QRM) poses a lot of challenges for probabilistic and statistical modeling. This review provides a discussion on selected past, current, and possible future areas of research at the intersection of statistics and QRM. Topics treated include the use of risk measures in regulation, including their statistical estimation and aggregation properties. An extensive literature provides the statistically interested reader with an entrance to this exciting field.

Loading

Article metrics loading...

/content/journals/10.1146/annurev-statistics-022513-115631
2014-01-03
2025-02-15
Loading full text...

Full text loading...

/content/journals/10.1146/annurev-statistics-022513-115631
Loading
/content/journals/10.1146/annurev-statistics-022513-115631
Loading

Data & Media loading...

  • Article Type: Review Article
This is a required field
Please enter a valid email address
Approval was a Success
Invalid data
An Error Occurred
Approval was partially successful, following selected items could not be processed due to error