Pages that link to "Item:Q5140089"
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The following pages link to RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089):
Displaying 4 items.
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
