| Title |
Pensijų fondų rizikos matų analizė įvairiems skirstiniams / |
| Translation of Title |
Pension funds' risk measure analysis for various distributions. |
| Authors |
Strebeika, Dalius |
| Full Text |
|
| Pages |
51 |
| Keywords [eng] |
mixed-stable model ; financial modelling ; VaR ; CVaR ; student T |
| Abstract [eng] |
Risk measure VaR and CVaR estimation using normal, Student and stable distributions and comparing it to risk measures from real empirical data. . |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2015 |
