Pages that link to "Item:Q1974035"
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The following pages link to A synthesis of risk measures for capital adequacy (Q1974035):
Displaying 50 items.
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Sector concentration risk: a model for estimating capital requirements (Q409790) (← links)
- Internal vs. External risk measures: how capital requirements differ in practice (Q613362) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- Joint characteristic functions construction via copulas (Q661226) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
- Estimating allocations for value-at-risk portfolio optimization (Q1028529) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Risk measures and return performance: a critical approach. (Q1427540) (← links)
- Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558) (← links)
- Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- Dilatation monotonous Choquet integrals (Q2581296) (← links)
- Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
- Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- Modelling long-term investment returns via Bayesian infinite mixture time series models (Q3077721) (← links)
- On a multivariate Markov chain model for credit risk measurement (Q3375399) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
- Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146) (← links)
- Bayesian Risk Management for Equity-Linked Insurance (Q4455895) (← links)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- Solvency Analysis of Defined Benefit Pension Schemes (Q4561908) (← links)
- Iterated VaR or CTE measures: A false good idea? (Q4575465) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Interval Estimation of Actuarial Risk Measures (Q5018749) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION (Q5152549) (← links)
