Risk management under a prudential policy (Q894207): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10203-015-0165-x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125676291 / rank | |||
Normal rank |
Revision as of 19:32, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk management under a prudential policy |
scientific article |
Statements
Risk management under a prudential policy (English)
0 references
27 November 2015
0 references
deposit insurance
0 references
risk measure and premium
0 references
Black-Scholes model
0 references
moral hazard
0 references
tail event
0 references
VaR
0 references
CVaR
0 references
stop-loss policy
0 references