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scientific article
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scientific article

    Statements

    author
    Daniel J. Bauer
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    Andreas Reuß
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    Daniela Singer
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    publication date
    12 December 2013
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    Mathematics Subject Classification ID
    91B30
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    91G50
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    62P05
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    62F10
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    62F25
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    62F40
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    65C20
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    zbMATH DE Number
    6237812
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    zbMATH Keywords
    Solvency II
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    value at risk
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    nested simulations
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    screening procedures
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