Browsing by Author "Kara, Emel Kızılok"
Now showing items 1-1 of 1
-
Measurement of bivariate risks by the north-south quantile points approach
Kara, Emel Kızılok; Gebizlioğlu, Ömer Lütfi (Elsevier Science, 2014)This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ...