RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES |
scientific article |
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
