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Swiss solvency test
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convex optimization
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group diversification
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minimum capital requirement
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On the Group Level
Swiss
Solvency
Test
Filipovic, Damir
;
Kupper, Michael
-
Finance Discipline Group, Business School
-
2007
In this paper we elaborate on
Swiss
Solvency
Test
(SST) consistent group diversification effects via optimizing the web …
Persistent link: https://www.econbiz.de/10005102340
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