Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk |
scientific article; zbMATH DE number 6846283
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk |
scientific article; zbMATH DE number 6846283 |
Statements
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (English)
0 references
2 March 2018
0 references
risk management
0 references
bond immunization
0 references
buffered probability of exceedance (bPOE)
0 references
conditional value-at-risk (CVaR)
0 references
0 references
0 references
0.8641942143440247
0 references
0.7970784306526184
0 references
0.7532932758331299
0 references
0.7517606616020203
0 references
