Raising Value at Risk
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date1999/04/01
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Journal
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Indian UGC (journal)
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Refrences10
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Citations24
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Julia Lynn Wirch
Cite
Wirch, Julia Lynn. “Raising Value at Risk”. North American Actuarial Journal, vol. 3, no. 2, 1999, pp. 106-15, https://doi.org/10.1080/10920277.1999.10595804.
Wirch, J. L. (1999). Raising Value at Risk. North American Actuarial Journal, 3(2), 106-115. https://doi.org/10.1080/10920277.1999.10595804
Wirch JL. Raising Value at Risk. North American Actuarial Journal. 1999;3(2):106-15.
Journal Category
Social Sciences
Finance
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| An Overview of Value at Risk | The Journal of Derivatives |
| 666 | 1997 |
Detection and Differentiation of Theileria annulata and Theileria parva Using Macroschizont‐derived DNA Probes | Annals of the New York Academy of Sciences |
| 11 | 1998 |
| Options, Futures, and Other Derivatives. | 1997 | |||
| Variance Components | 1997 | |||
| Loss Models: From Data to Decisions | 1997 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
The quasi-xgamma frailty model with survival analysis under heterogeneity problem, validation testing, and risk analysis for emergency care data | Scientific Reports |
| 2024 | |
| A New Lindley Extension: Estimation, Risk Assessment and Analysis Under Bimodal Right Skewed Precipitation Data | Annals of Data Science | 2023 | ||
| A novel XGamma extension: applications and actuarial risk analysis under the reinsurance data | São Paulo Journal of Mathematical Sciences |
| 1 | 2023 |
Distributional Censored and Uncensored Validation Testing under a Modified Test Statistic with Risk Analysis and Assessment | Journal of Mathematics |
| 2023 | |
A New Reciprocal Weibull Extension for Modeling Extreme Values with Risk Analysis under Insurance Data | Mathematics |
| 4 | 2023 |
Citations Analysis
The category
Science: Mathematics 14
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A synthesis of risk measures for capital adequacy and was published in 1999. The most recent citation comes from a 2024 study titled The quasi-xgamma frailty model with survival analysis under heterogeneity problem, validation testing, and risk analysis for emergency care data. This article reached its peak citation in 2023, with 8 citations. It has been cited in 15 different journals, 33% of which are open access. Among related journals, the Mathematics cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.