Financial Risk Measurement for Turkish Insurance Companies Using VaR Models

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Financial Risk Measurement for Turkish Insurance Companies Using VaR Models"
written by Ismail Yildirim,
published by Journal of Financial Risk Management, Vol.4 No.3, 2015

has been cited by the following article(s):

[1]	Risk Budgeting: A Tactical Asset Allocation Approach for Retirement Reserve Funds in Morocco
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[2]	Predictive Analytics and Risk Management of Property Insurance
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[3]	Do econometric advances lead to more accurate VaR estimations when the legislation requirements are applied? The case of Turkish Lira FX Market.
	… on Business and …, 2022

[4]	Collective Modified Value-At-Risk in Life Insurance When the Number and Amount of Claims Has Poisson-Lognormal Distributions
	Review of International Geographical Education …, 2021

[5]	Minimal draft of insurance analyse of Azerbaijan
	2020

[6]	Effects of Macro-Economic Forces on Financial Risk of Insurance Companies Listed At the Nairobi Securities Exchange (2010-2017)
	2019

[7]	How Accurate are Value at Risk Model at Islamic Banks? An Approach of Berkowitz Model
	2019

[8]	Influence of Financial Risk on Financial Performance of Commercial Banks in Kenya
	2018

[9]	Risk adjustment model of credit life insurance using a genetic algorithm
	IOP Conference Series: Materials Science and Engineering, 2018

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