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Solvency II, or how to sweep the downside risk under the carpet
Weber, Stefan
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 191-200
Persistent link: https://www.econbiz.de/10011929871
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2
An approximation for credit portfolio losses
Frey, Rüdiger
;
Popp, Monika
;
Weber, Stefan
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
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3
Liquidity-adjusted risk measures
Weber, Stefan
;
Anderson, W.
;
Hamm, A.-M.
;
Knispel, Thomas
; …
- In:
Mathematics and financial economics
7
(
2013
)
1
,
pp. 69-91
Persistent link: https://www.econbiz.de/10009708950
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4
Simulation methods for robust risk assessment and the distorted mix approach
Kim, Sojung
;
Weber, Stefan
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 380-398
Persistent link: https://www.econbiz.de/10013206852
Saved in:
5
Actuarial and financial risk management in networks
Awiszus, Kerstin
-
2020
Persistent link: https://www.econbiz.de/10012308651
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