On market value margins and cost of capital

DOI10.1007/s11857-007-0018-yzbMath1130.91352OpenAlexW2119073314MaRDI QIDQ2465903

Jochen Wolf, Marcus Kriele

Publication date: 11 January 2008

Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11857-007-0018-y

Mathematics Subject Classification ID

Related Items (1)

FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II

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