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Invited speaker at an academic conference (2019), Zurich-Hannover workshop on Insurance and Financial Mathematics

Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source

KRATZ, M. (2019). Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source. In: Zurich-Hannover workshop on Insurance and Financial Mathematics. Hannover.