No label defined (Q2965074)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
27 February 2017
0 references
required solvency level
0 references
tail value at risk
0 references
risk adjusted capital
0 references
diversification benefit
0 references
economic value added
0 references
stochatic dependence
0 references
multivariate Student-\(t\)
0 references
tail dependence
0 references
