テイルリスクとは?
テイルリスク The risk of rare, extreme events causing large insurance losses, residing in the tail of a probability distribution, significant for catastrophe and solvency modeling.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “テイルリスク” Used in Practice?
地震やパンデミックのような壊滅的な事象へのエクスポージャーをモデル化する際、テイルリスク分析は保険会社にとって不可欠です。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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テイルリスクとは?
The risk of rare, extreme events causing large insurance losses, residing in the tail of a probability distribution, significant for catastrophe and solvency modeling.
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