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
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Axiomatic characterization of insurance prices
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+Raising Value at Risk
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