A synthesis of risk measures for capital adequacy (Q1974035): Difference between revisions

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Reserving for maturity guarantees: Two approaches
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+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
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+Raising Value at Risk
@@ Property / cites work: Raising Value at Risk / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(99)00036-0
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+W2077312749
@@ Property / OpenAlex ID: W2077312749 / rank @@
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+Q127633498
@@ Property / Wikidata QID: Q127633498 / rank @@
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