Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:55, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? |
scientific article |
Statements
Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (English)
0 references
3 February 2015
0 references
optimal reinsurance
0 references
stop-loss
0 references
optimal deductible
0 references
spectral risk measures
0 references
conditional value-at-risk
0 references
