Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910)

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scientific article; zbMATH DE number 6298067
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Robust Eligible Own Funds and Value at Risk Under Solvency II System
scientific article; zbMATH DE number 6298067

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    Robust Eligible Own Funds and Value at Risk Under Solvency II System (English)
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    23 May 2014
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    eligible own funds
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    random coefficient regression
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    robust estimation
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    Solvency II
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