Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Mario Brandtner; Wolfgang Kürsten
| Year of publication: |
2014
|
|---|---|
| Authors: | Brandtner, Mario ; Kürsten, Wolfgang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 156-167
|
| Subject: | Optimal reinsurance | Stop-loss | Optimal deductible | Spectral risk measures | Conditional Value-at-Risk | Risikomaß | Risk measure | Rückversicherung | Reinsurance | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Risiko | Risk | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010469143