Solvency II's market risk standard formula : how credible is the proclaimed ruin probability?
Year of publication: |
2015
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Authors: | Braun, Alexander ; Schmeiser, Hato ; Schreiber, Florian |
Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 38.2015, 1, p. 1-30
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Subject: | Solvency II | standard formula | portfolio optimization | ruin probability | Theorie | Theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | EU-Versicherungsrecht | European insurance law | Wahrscheinlichkeitsrechnung | Probability theory |
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