Pages that link to "Item:Q2241088"
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The following pages link to Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088):
Displaying 11 items.
- Multiperiod insurance supervision: top-down models (Q635984) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Solvency II reporting: how to interpret funds' aggregate solvency capital requirement figures (Q2404555) (← links)
- Capital allocation based on the tail covariance premium adjusted (Q2513449) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)