Coherent Measures of Risk (Q2757301): Difference between revisions

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Latest revision as of 23:01, 19 March 2024

scientific article
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English
Coherent Measures of Risk
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    Coherent Measures of Risk (English)
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    26 November 2001
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    aggregation of risks
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    capital requirement
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    coherent risk measure
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    decentralization
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