Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 2 of 2.

Add to Quick Collection   All 2 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Date: 2009
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/145673
Description: This article discusses the determination of risk capital based on “aversion” functions. Aversion functions weigh different outcomes according to perceived severity. Many practical and popular risk mea ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/9090
Description: This article discusses risk classification and develops and discusses a framework for estimating the effects of restrictions on risk classification.It is shown that expected losses due to adverse sele ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last