A synthesis of risk measures for capital adequacy (Q1974035)
From MaRDI portal
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)
0 references
25 July 2000
0 references
value at risk
0 references
risk measure
0 references
PH-transform
0 references
