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A comparative assessment of Basel II/III and solvency II
Gatzert, Nadine, (2012)
Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto, (2013)
Fundamental definition of the solvency capital requirement in solvency II
Christiansen, Marcus C., (2014)
Optimal capital allocation in a hierarchical corporate structure
Zaks, Yaniv, (2014)
Optimal Capital Allocation in a Hierarchical Corporate Structure
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
Frostig, Esther, (2007)