Multiperiod insurance supervision: top-down models

DOI10.1007/S13385-011-0003-7zbMATH Open1229.91159OpenAlexW3122978771MaRDI QIDQ635984FDOQ635984

Authors: Karl-Theodor Eisele, Philippe Artzner 

Publication date: 25 August 2011

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-011-0003-7

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zbMATH Keywords

time consistencycost of capitalrisk marginoptimal replicating portfolioown fundsregulated marketsolvency capital requirement

Mathematics Subject Classification ID

Cites Work

• Coherent measures of risk
• Subgame-perfect equilibria of finite- and infinite-horizon games
• Multiperiod insurance supervision: top-down models
• Title not available (Why is that?)
• Supervisory insurance accounting mathematics for provision -- and solvency capital -- requirement

Cited In (8)

• Asymptotically stable dynamic risk assessments
• Multiperiod insurance supervision: top-down models
• Weak topologies for modules over rings of bounded random variables
• Best-estimate claims reserves in incomplete markets
• Wealth transfers, indifference pricing, and XVA compression schemes
• Insurance-finance arbitrage
• On the regulator-insurer interaction in a structural model
• Supervisory insurance accounting mathematics for provision -- and solvency capital -- requirement

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