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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
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GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
2
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
3
Quantifying credit and market risk under Solvency II : standard approach versus internal model
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 649-666
Persistent link: https://www.econbiz.de/10009683197
Saved in:
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