Which eligible assets are compatible with comonotonic capital requirements? (Q1667405): Difference between revisions

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Revision as of 19:06, 19 March 2024

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Which eligible assets are compatible with comonotonic capital requirements?
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    Which eligible assets are compatible with comonotonic capital requirements? (English)
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    28 August 2018
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    comonotonicity
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    risk measures
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    acceptance sets
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    eligible assets
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    value at risk
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    expected shortfall
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