Designing sound deposit insurances (Q2402397): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk management under a prudential policy / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal reinsurance policy with distortion risk measures and premiums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under VaR and CTE risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Reinsurance Revisited – A Geometric Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with general premium principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under general law-invariant risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient hedging with coherent risk measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5566063 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing and hedging derivative securities in markets with uncertain volatilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank

Latest revision as of 08:31, 14 July 2024

scientific article
Language Label Description Also known as
English
Designing sound deposit insurances
scientific article

    Statements

    Identifiers