On the Group Level Swiss Solvency Test
METADATA ONLY
Author / Producer
Date
2007
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
2007 (1)
Pages / Article No.
97 - 115
Publisher
Verlag Stämpfli + Cie AG
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Convex Optimization; Group Diversification; Minimum Capital Requirement; Swiss Solvency Test
Organisational unit
03440 - Delbaen, Freddy (emeritus)