Iterated VaR or CTE measures: a false good idea? (Q4575465)
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: Iterated VaR or CTE measures: a false good idea? |
scientific article; zbMATH DE number 6903662
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Iterated VaR or CTE measures: a false good idea? |
scientific article; zbMATH DE number 6903662 |
Statements
Iterated VaR or CTE measures: A false good idea? (English)
0 references
13 July 2018
0 references
solvency capital
0 references
pension funds
0 references
Solvency II
0 references
risk measures
0 references
dynamic risk measures
0 references
time consistency
0 references
iterated risk measures
0 references
0 references
0.7633421421051025
0 references
0.7436901330947876
0 references
0.7391941547393799
0 references
0.7313089370727539
0 references
