Term structure and cyclicity of value-at-risk: consequences for the solvency capital requirement
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2009
|
| Schriftenreihe: | CESifo working papers
2596 : Category 11, Industrial organisation |
| Schlagworte: | |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Beschreibung: | 23 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| author | Bec, Frédérique Gollier, Christian 1961- |
| author_GND | (DE-588)138345937 (DE-588)113121814 |
| author_facet | Bec, Frédérique Gollier, Christian 1961- |
| author_role | aut aut |
| author_sort | Bec, Frédérique |
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| building | Verbundindex |
| bvnumber | BV026958199 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)423836864 (DE-599)BVBBV026958199 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV026958199 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021619269 |
| oclc_num | 423836864 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 23 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | CESifo |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Bec, Frédérique Verfasser (DE-588)138345937 aut Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier Munich CESifo 2009 23 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2596 : Category 11, Industrial organisation Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar Kapitalbedarf (DE-588)4029561-8 gnd rswk-swf Value at Risk (DE-588)4519495-6 gnd rswk-swf Kapitalbedarf (DE-588)4029561-8 s Value at Risk (DE-588)4519495-6 s DE-604 Gollier, Christian 1961- Verfasser (DE-588)113121814 aut CESifo GmbH <München> CESifo working paper series 2596 (DE-604)BV013978326 2596 |
| spellingShingle | Bec, Frédérique Gollier, Christian 1961- Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Kapitalbedarf (DE-588)4029561-8 gnd Value at Risk (DE-588)4519495-6 gnd |
| subject_GND | (DE-588)4029561-8 (DE-588)4519495-6 |
| title | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement |
| title_auth | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement |
| title_exact_search | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement |
| title_full | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier |
| title_fullStr | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier |
| title_full_unstemmed | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier |
| title_short | Term structure and cyclicity of value-at-risk |
| title_sort | term structure and cyclicity of value at risk consequences for the solvency capital requirement |
| title_sub | consequences for the solvency capital requirement |
| topic | Kapitalbedarf (DE-588)4029561-8 gnd Value at Risk (DE-588)4519495-6 gnd |
| topic_facet | Kapitalbedarf Value at Risk |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT becfrederique termstructureandcyclicityofvalueatriskconsequencesforthesolvencycapitalrequirement AT gollierchristian termstructureandcyclicityofvalueatriskconsequencesforthesolvencycapitalrequirement |