Solvency Capital Estimation and Risk Measures

SSRN Electronic Journal
doi 10.2139/ssrn.1996800
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Solvency Capital Estimation and Risk Measures

Lecture Notes in Business Information Processing
ControlSystems EngineeringInformation SystemsBusinessInternational ManagementSimulationManagementManagement Information SystemsModeling
2012English

Capital Adequacy (Solvency) and Liquidity Risk Management: Analysis, Evaluation, and Possibilities for Improvement

Ekonomika
2014English

An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings

Theoretical Economics Letters
2018English

Solvency Risk Premia and the Carry Trades

SSRN Electronic Journal
2016English

Stochastic Root Finding and Efficient Estimation of Convex Risk Measures

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2010English

Model Risk, Mortality Heterogeneity, and Implications for Solvency and Tail Risk

2014English

Bail in / Bail Out (The Solvency Risk)

Bankarstvo
2016English

An Axiomatic Characterization of Capital Allocations of Coherent Risk Measures

Quantitative Finance
EconomicsEconometricsFinance
2009English

Dividends and Dynamic Solvency Insurance in Two-Dimensional Risk Models

Modern Economy
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy