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Solvency II: Methodological Aspects of Using Value-at-Risk for Insurance

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  • Casian BUTACI

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  • Casian BUTACI, 2010. "Solvency II: Methodological Aspects of Using Value-at-Risk for Insurance," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economic Sciences, Tibiscus University of Timisoara, vol. 0, pages 668-668.
    • Handle: RePEc:tdt:annals:2010-114
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    File URL: https://fse.tibiscus.ro/old-fse/images/anale/lucrari/Lucrari2010/112.%20Butaci%20Casian.pdf
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    References listed on IDEAS

    as
    1. Danielsson, Jon & Zigrand, Jean-Pierre, 2006. "On time-scaling of risk and the square-root-of-time rule," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2701-2713, October.
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