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VaR Type Combination

When aggregating the same risk over multiple suppliers, the combined VaR type risk is given by the sum of the same VaR type risk values from all suppliers. [Pg.407]

RvaR(ct S)jt is the total k type VaR type risk value from all suppliers at a confidence level [Pg.407]

See other pages where VaR Type Combination is mentioned: [Pg.407]    [Pg.408]   


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