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						The standard formula of Solvency II: a critical discussion Enthalten in Deutsche Gesellschaft für Versicherungs- und Finanzmathematik: European actuarial journal 19.11.2020: 1-18
					
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						Value-at-risk forecasts under scrutiny - the German experience Jaschke, Stefan. - Mannheim, 2007
					
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						On the Appropriateness of Inappropriate VaR Models Härdle, Wolfgang. - Berlin : Humboldt-Universität zu Berlin, 2006
					
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						Evaluating VaR forecasts under stress: the German experience Jaschke, Stefan R.. - Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2003
					
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			5 | 
		
			
									
						Stochastie Essentials for the Risk Management of Credit Portfolios Enthalten in Kredit und Kapital Bd. 36, 2003, Nr. 1: 52-81
					
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						Backtesting Beyond VaR Härdle, Wolfgang. - Berlin : Humboldt-Universität zu Berlin, 1999
					
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			7 | 
		
			
									
						A Structure for General and Specific Market Risk Enthalten in Computational statistics Bd. 18, 26.2.2015, Nr. 3-4, date:9.2003: 355-373
					
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						Estimation in semiparametric models using an auxiliary model Enthalten in Statistical papers Bd. 36, 1.12.1995, Nr. 1, date:12.1995: 313-326
					
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