Multiperiod insurance supervision: top-down models (Q635984)

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Multiperiod insurance supervision: top-down models
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    title
    Multiperiod insurance supervision: top-down models (English)
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    author
    Karl-Theodor Eisele
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    Philippe Artzner
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    publication date
    25 August 2011
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    zbMATH DE Number
    5942449
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    zbMATH Keywords
    cost of capital
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    own funds
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    optimal replicating portfolio
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    regulated market
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    risk margin
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    solvency capital requirement
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    time consistency
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    OpenAlex ID
    W3122978771
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