Metadata only
Datum
2014-03Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Insurance: Mathematics and EconomicsBand
Seiten / Artikelnummer
Verlag
ElsevierThema
Acceptance sets; Eligible assets; Risk measures; Capital adequacy; Defaultable securities; Value-at-Risk; Tail Value-at-RiskOrganisationseinheit
03658 - Schweizer, Martin / Schweizer, Martin
Anmerkungen
Received 15 July 2012, Revised 16 April 2013, Accepted 22 November 2013, Available online 21 December 2013.