The following pages link to (Q2968298):
Displaying 12 items.
- Sector concentration risk: a model for estimating capital requirements (Q409790) (← links)
- Internal vs. External risk measures: how capital requirements differ in practice (Q613362) (← links)
- A stop-loss risk index (Q868318) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Necessary conditions for the CAPM (Q1357429) (← links)
- Financial risk measurement with imprecise probabilities (Q2379328) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Solvency II – towards a new insurance supervisory system in the EU (Q3440873) (← links)
- (Q4962329) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)