Robust Eligible Own Funds and Value at Risk Under Solvency II System
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Publication:5417910
DOI10.1080/03610918.2012.698779zbMath1333.91036OpenAlexW2080593801MaRDI QIDQ5417910
Publication date: 23 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.698779
Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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