Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? |
scientific article |
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Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (English)
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3 February 2015
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optimal reinsurance
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stop-loss
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optimal deductible
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spectral risk measures
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conditional value-at-risk
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