No label defined (Q5190838)
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scientific article; zbMATH DE number 5587327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5587327 |
Statements
27 July 2009
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capital requirement
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coherent risk measures
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value-at-risk
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spectral measure of risk
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CIR model
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