Solvency II, or how to sweep the downside risk under the carpet
Year of publication: |
September 2018
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Authors: | Weber, Stefan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 191-200
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Subject: | Solvency II | Group risk | Corporate networks | Risk sharing | Distortion risk measures | Value at risk | Range value at risk | Risikomodell | Risk model | Risikomaß | Risk measure | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory |
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