Solvency II, regulatory capital, and optimal reinsurance: How good are Conditional Value-at-Risk and spectral risk measures?

✍ Scribed by Brandtner, Mario; Kürsten, Wolfgang

• Book ID: 126700874
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 664 KB
• Volume: 59
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2014.09.008