Multiperiod insurance supervision: top-down models
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Publication:635984
DOI10.1007/s13385-011-0003-7zbMath1229.91159OpenAlexW3122978771MaRDI QIDQ635984
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
time consistencycost of capitalrisk marginoptimal replicating portfolioown fundsregulated marketsolvency capital requirement
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