Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model |
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Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (English)
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18 January 2021
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vector-valued risk operators
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vector-valued loss measures at ruin
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risk management based on internal models
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Markov chains
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NWUE
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Solvency II
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