Capital Requirements with Defaultable Securities

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

Additional indexing

Item Type:	Journal Article, refereed, original work
Communities & Collections:	03 Faculty of Economics > Department of Finance
Dewey Decimal Classification:	330 Economics
Scopus Subject Areas:	Physical Sciences > Statistics and Probability Social Sciences & Humanities > Economics and Econometrics Social Sciences & Humanities > Statistics, Probability and Uncertainty
Scope:	Discipline-based scholarship (basic research)
Language:	English
Date:	2014
Deposited On:	18 Jun 2014 13:31
Last Modified:	11 Jan 2025 02:40
Publisher:	Elsevier
ISSN:	0167-6687
OA Status:	Closed
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