Bayesian solvency analysis with autocorr
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M. Mendoza; L. E. Nieto-Barajas
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Article
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2006
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John Wiley and Sons
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English
โ 176 KB
## Abstract Most financial institutions are required to comply with a minimum capital rule in order to face their obligations during a given period of time. Due to the random nature of the financial flows involved, the problem of assessing the amount of capital required must be analysed within a st