scientific article; zbMATH DE number 5587327

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zbMath1178.91212MaRDI QIDQ5190838

Tomasz J. Tkalinski

Publication date: 27 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

coherent risk measures value-at-risk CIR model capital requirement spectral measure of risk

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Credit risk (91G40)

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