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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of risk"
~person:"Bertram, Philip"
~person:"Embrechts, Paul"
~subject:"Risk measure"
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Risikomaß
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Bertram, Philip
Embrechts, Paul
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A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
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The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
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