Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q59518522, #quickstatements; #temporary_batch_1712261475387
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s13385-017-0160-4 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Fat tails, VaR and subadditivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Calculation of the Solvency Capital Requirement Based on Nested Simulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longevity risk in portfolios of pension annuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: External Risk Measures and Basel Accords / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solvency II: stability problems with the SCR aggregation formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5310532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S13385-017-0160-4 / rank
 
Normal rank

Latest revision as of 03:43, 11 December 2024

scientific article
Language Label Description Also known as
English
Solvency II solvency capital requirement for life insurance companies based on expected shortfall
scientific article

    Statements

    Solvency II solvency capital requirement for life insurance companies based on expected shortfall (English)
    0 references
    0 references
    12 January 2018
    0 references
    solvency II
    0 references
    solvency capital requirement
    0 references
    expected shortfall
    0 references
    value-at-risk
    0 references

    Identifiers