RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089)
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scientific article; zbMATH DE number 7285051
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS |
scientific article; zbMATH DE number 7285051 |
Statements
RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (English)
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13 December 2020
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Dutch risk measure
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TVaR
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expectile
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coherent risk measure
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stop-loss order preserving
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stop-loss reinsurance
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Kuosuoka representation
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0.85755056
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0.8507382
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0.8483315
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0.8221472
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0.82201487
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0.81864154
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