Required capital for long-run risks
type: Item
instance of: scholarly article
title: Required capital for long-run risks
author: Christian Gouriéroux
author: Alain Monfort
author: Jean-Paul Renne
publication date: 2022-12-12T00:00:00Z
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7631993
zbMATH Keywords: long-run risk
zbMATH Keywords: short and long-run required capital
zbMATH Keywords: risk profile
zbMATH Keywords: microprudential supervision
zbMATH Keywords: pension fund
zbMATH Keywords: low carbon
zbMATH Keywords: transition risks
MaRDI profile type: Publication
full work available at URL: j.jedc.2022.104502
OpenAlex ID: W4289313730
Wikidata QID: Q114161676
cites work: A theory of the term structure of interest rates
cites work: Contagion phenomena with applications in finance
cites work: Discounting climate change
cites work: Strategic long-term financial risks: single risk factors
cites work: Q3530675
DOI: 10.1016/J.JEDC.2022.104502
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7631993