Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' |
scientific article |
Statements
Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (English)
0 references
6 February 2013
0 references
solvency capital
0 references
risk measure
0 references
probability of ruin
0 references
dynamic risk measure
0 references