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Solvency requirement for long term guarantee: risk measure versus probability of ruin - MaRDI portal

Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647)

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Solvency requirement for long term guarantee: risk measure versus probability of ruin
scientific article

    Statements

    title
    Solvency requirement for long term guarantee: risk measure versus probability of ruin (English)
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    author
    Pierre Devolder
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    publication date
    3 September 2019
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7100707
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    OpenAlex ID
    W2001156636
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