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: | Literaturverz. S. 16 - 18 |
| Beschreibung: | 23 S. graph. Darst. 21 cm |
Internformat
MARC
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| 245 | 1 | 0 | |a Term structure and cyclicity of value-at-risk |b consequences for the solvency capital requirement |c Frédérique Bec ; Christian Gollier. Center for Economic Studies & Ifo Institute for Economic Research |
| 264 | 1 | |a Munich |b CESifo |c 2009 | |
| 300 | |a 23 S. |b graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a CESifo working papers |v 2596 : Category 11, Industrial organisation | |
| 500 | |a Literaturverz. S. 16 - 18 | ||
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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 | BV035551896 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)423836864 (DE-599)BVBBV035551896 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035551896 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:40:15Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017607785 |
| oclc_num | 423836864 |
| open_access_boolean | |
| owner | DE-706 DE-521 DE-12 DE-19 DE-BY-UBM DE-83 |
| owner_facet | DE-706 DE-521 DE-12 DE-19 DE-BY-UBM DE-83 |
| physical | 23 S. graph. Darst. 21 cm |
| 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. Center for Economic Studies & Ifo Institute for Economic Research Munich CESifo 2009 23 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2596 : Category 11, Industrial organisation Literaturverz. S. 16 - 18 Value at Risk (DE-588)4519495-6 gnd rswk-swf Kapitalbedarf (DE-588)4029561-8 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 papers 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 Value at Risk (DE-588)4519495-6 gnd Kapitalbedarf (DE-588)4029561-8 gnd |
| subject_GND | (DE-588)4519495-6 (DE-588)4029561-8 |
| 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. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | Term structure and cyclicity of value-at-risk consequences for the solvency capital requirement Frédérique Bec ; Christian Gollier. Center for Economic Studies & Ifo Institute for Economic Research |
| 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 | Value at Risk (DE-588)4519495-6 gnd Kapitalbedarf (DE-588)4029561-8 gnd |
| topic_facet | Value at Risk Kapitalbedarf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT becfrederique termstructureandcyclicityofvalueatriskconsequencesforthesolvencycapitalrequirement AT gollierchristian termstructureandcyclicityofvalueatriskconsequencesforthesolvencycapitalrequirement |