A synthesis of risk measures for capital adequacy (Q1974035): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A synthesis of risk measures for capital adequacy |
scientific article |
Statements
A synthesis of risk measures for capital adequacy (English)
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25 July 2000
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value at risk
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risk measure
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PH-transform
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