Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (Q1936558)
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scientific article; zbMATH DE number 6134644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' |
scientific article; zbMATH DE number 6134644 |
Statements
Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin'' (English)
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6 February 2013
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solvency capital
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risk measure
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probability of ruin
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dynamic risk measure
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