Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
by Jun Cai and Tiantian Mao
| Year of publication: |
2020
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|---|---|
| Authors: | Cai, Jun ; Mao, Tiantian |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 3, p. 1065-1092
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| Subject: | coherent risk measure | Dutch risk measure | expectile | Kuosuoka representation | stop-loss order preserving | stop-loss reinsurance | TVaR | Risikomaß | Risk measure | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Messung | Measurement | Rückversicherung | Reinsurance | Versicherung | Insurance | Bankrisiko | Bank risk | Niederlande | Netherlands | Regulierung | Regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.22 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307399