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Computing Value at Risk: A Simulation Assignment to Illustrate the Value of Enterprise Risk Management

Authors

  • Robert E. Hoyt,

    1. Robert E. Hoyt is the Dudley L. Moore, Jr. Chair of Risk Management and Insurance, Terry College of Business, University of Georgia, Athens, GA 30602; e-mail: rhoyt@terry.uga.edu. Lawrence S. Powell is the Whitbeck-Beyer Chair of Insurance and Financial Services, Department of Economics and Finance, University of Arkansas, Little Rock, 2801 S. University Avenue, Little Rock, AR 72204; e-mail: lspowell@ualr.edu. David W. Sommer is the Charles E. Cheever Chair of Risk Management, Bill Greehey School of Business, St. Mary's University, San Antonio, TX 78228; e-mail: dsommer@stmarytx.edu.
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  • Lawrence S. Powell,

    1. Robert E. Hoyt is the Dudley L. Moore, Jr. Chair of Risk Management and Insurance, Terry College of Business, University of Georgia, Athens, GA 30602; e-mail: rhoyt@terry.uga.edu. Lawrence S. Powell is the Whitbeck-Beyer Chair of Insurance and Financial Services, Department of Economics and Finance, University of Arkansas, Little Rock, 2801 S. University Avenue, Little Rock, AR 72204; e-mail: lspowell@ualr.edu. David W. Sommer is the Charles E. Cheever Chair of Risk Management, Bill Greehey School of Business, St. Mary's University, San Antonio, TX 78228; e-mail: dsommer@stmarytx.edu.
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  • David W. Sommer

    1. Robert E. Hoyt is the Dudley L. Moore, Jr. Chair of Risk Management and Insurance, Terry College of Business, University of Georgia, Athens, GA 30602; e-mail: rhoyt@terry.uga.edu. Lawrence S. Powell is the Whitbeck-Beyer Chair of Insurance and Financial Services, Department of Economics and Finance, University of Arkansas, Little Rock, 2801 S. University Avenue, Little Rock, AR 72204; e-mail: lspowell@ualr.edu. David W. Sommer is the Charles E. Cheever Chair of Risk Management, Bill Greehey School of Business, St. Mary's University, San Antonio, TX 78228; e-mail: dsommer@stmarytx.edu.
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