Surplus at risk (Pension VaR)
5:30
Added: 3 years ago
From: bionicturtledotcom
Views: 2,917
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  • Hi David,

    why did you use this weird formula? or you simply wanted VaR express in a positive figure: -(mean-vol*Z)? in words you would express it as: we are 95% of our time sure that our pension portfolio loss will be no more than 18.1?

    sergo1989 2 years ago

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