• Media type: E-Article
  • Title: Generating VaR scenarios under solvency II with product beta distributions
  • Contributor: Pfeifer, Dietmar [VerfasserIn]; Ragulina, Olena [VerfasserIn]
  • imprint: 2018
  • Published in: Risks ; Bd. 6 (2018), 4, Artikel-Nr. 122, insges. 15 S.
  • Language: English
  • DOI: 10.3390/risks6040122
  • ISSN: 2227-9091
  • Identifier:
  • Origination:
  • Footnote:
  • Access State: Open Access