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2. Value at risk - Wikipedia

   en.wikipedia.org/wiki/Value_at_risk

   The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/capital.It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day.

3. Coherent risk measure - Wikipedia

   en.wikipedia.org/wiki/Coherent_risk_measure

   Value at risk is, however, coherent, under the assumption of elliptically distributed losses (e.g. normally distributed) when the portfolio value is a linear function of the asset prices. However, in this case the value at risk becomes equivalent to a mean-variance approach where the risk of a portfolio is measured by the variance of the ...

4. Tail value at risk - Wikipedia

   en.wikipedia.org/wiki/Tail_value_at_risk

   In financial mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a given probability level has occurred.

5. Entropic value at risk - Wikipedia

   en.wikipedia.org/wiki/Entropic_value_at_risk

   Many risk measures have hitherto been proposed, each having certain characteristics. The entropic value at risk (EVaR) is a coherent risk measure introduced by Ahmadi-Javid, [1] [2] which is an upper bound for the value at risk (VaR) and the conditional value at risk (CVaR), obtained from the Chernoff inequality.

6. California fires show states’ ‘last resort’ insurance plans ...

   www.aol.com/california-fires-show-states-last...

   “The more insurance [state plans] have and value at risk they have, the more exposure they have to losses. If you exacerbate that with climate change, you are putting a market problem on top of ...

7. What is cash value life insurance? - AOL

   www.aol.com/finance/cash-value-life-insurance...

   Cash value life insurance is permanent life insurance with a cash accumulation component. As long as premiums are paid, these policies are designed to last your entire life (typically up to a ...