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~isPartOf:"Discussion Paper Series 2: Banking and Financial Studies"
~subject:"Credit portfolio risk"
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Ein funktionstüchtiges System...
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Credit portfolio risk
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Empirical risk analysis of pension insurance: the case of
Germany
Schmieder, Christian
;
Reinschmidt, Timo
;
Mager, Ferdinand
; …
-
Deutsche Bundesbank
-
2006
occupational pension insurance (PSVaG) plan in
Germany
. The study is based on a Merton-type one-factor model, in which we determine …
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