A synthesis of risk measures for capital adequacy (Q1974035)
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scientific article; zbMATH DE number 1441565
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| default for all languages | No label defined |
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| English | A synthesis of risk measures for capital adequacy |
scientific article; zbMATH DE number 1441565 |
Statements
A synthesis of risk measures for capital adequacy (English)
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25 July 2000
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value at risk
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risk measure
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PH-transform
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0.8058701157569885
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0.7961071133613586
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0.776317834854126
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0.7736930251121521
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0.7710058093070984
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