RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5129280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES |
scientific article; zbMATH DE number 5129280 |
Statements
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (English)
0 references
22 February 2007
0 references
convex risk measures
0 references
general capital requirement
0 references
risk measures for processes
0 references
dual representation
0 references
credit constraint
0 references
0.8487903475761414
0 references
0.8329712152481079
0 references
0.8327136635780334
0 references
0.8322257399559021
0 references
0.8319624662399292
0 references
