Pages that link to "Item:Q2514615"
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The following pages link to Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615):
Displaying 3 items.
- Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
