Solvency II, or how to sweep the downside risk under the carpet

DOI10.1016/j.insmatheco.2017.11.010zbMath1416.91224arXiv1702.08901OpenAlexW2594096445WikidataQ129980140 ScholiaQ129980140MaRDI QIDQ1799652

Stefan Weber

Publication date: 19 October 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.08901

zbMATH Keywords

risk sharingvalue at riskSolvency IIdistortion risk measurescorporate networksgroup riskrange value at risk

Mathematics Subject Classification ID

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