A synthesis of risk measures for capital adequacy (Q1974035)

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A synthesis of risk measures for capital adequacy
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    Statements

    title
    A synthesis of risk measures for capital adequacy (English)
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    author
    Julia Lynn Wirch
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    Mary R. Hardy
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    publication date
    25 July 2000
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    zbMATH Keywords
    value at risk
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    risk measure
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    PH-transform
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    Identifiers

    zbMATH DE Number
    1441565
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