Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558)
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scientific article; zbMATH DE number 6134644
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| English | Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' |
scientific article; zbMATH DE number 6134644 |
Statements
Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (English)
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6 February 2013
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solvency capital
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risk measure
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probability of ruin
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dynamic risk measure
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0.960788071155548
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0.7968258261680603
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0.7784873247146606
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0.7646313905715942
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0.7476443648338318
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