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Capital Requirements with Defaultable Securities


Farkas, Walter; Munari, Cosimo-Andrea; Koch-Medina, Pablo (2014). Capital Requirements with Defaultable Securities. Insurance: Mathematics and Economics, 55:58-67.

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3 citations in Scopus®
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Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2014
Deposited On:18 Jun 2014 13:31
Last Modified:05 Apr 2016 17:55
Publisher:Elsevier
ISSN:0167-6687
Publisher DOI:https://doi.org/10.1016/j.insmatheco.2013.11.009
Official URL:http://www.sciencedirect.com/science/article/pii/S0167668713001923
Other Identification Number:merlin-id:7776

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