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Approximate completeness with multiple martingale measures

Artzner, Philippe - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001185067

Pareto equilibria with coherent measures of risk

Heath, David; Ku, Hyejin - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 163-172

Persistent link: https://www.econbiz.de/10002032683

Consistency among trading desks

Heath, David; Ku, Hyejin - In: Finance and stochastics 10 (2006) 3, pp. 331-340

Persistent link: https://www.econbiz.de/10003379777

Default risk insurance and incomplete markets

Artzner, Philippe - In: Mathematical finance : an international journal of … 5 (1995) 3, pp. 187-195

Persistent link: https://www.econbiz.de/10001188680

Liquidity risk with coherent risk measures

Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-141

Persistent link: https://www.econbiz.de/10003331418

Coherent measures of risk

Artzner, Philippe (contributor) - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 203-228

Persistent link: https://www.econbiz.de/10001444163

Definition and valuation of optional coupon reinvestment bonds

Artzner, Philippe - In: Finance : revue de l'Association Française de Finance 14 (1993) 2, pp. 7-22

Persistent link: https://www.econbiz.de/10001157712

Coherent measures of risk

Artzner, Philippe (contributor) - In: Risk management : value at risk and beyond, (pp. 145-175). 2002

Persistent link: https://www.econbiz.de/10001689198

Boundary behavior of supply : a continuity property of the maximising correspondence

Artzner, Philippe; Neuefeind, Wilhelm - In: Journal of mathematical economics 5 (1978) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10001866660

Multiperiod Insurance Supervision : Top-Down Models

Eisele, Karl-Theodor - 2012

We describe a top-down procedure for the supervisory accounting of insurance companies with special emphasis on market impacts. The technical tools are a multiperiod risk assessment, a market consistent best estimate and an eligible asset. First, to avoid supervisory arbitrage by financial...

Persistent link: https://www.econbiz.de/10013109356