On the risk consistency and monotonicity of ruin theory

DOI10.1007/s13385-021-00272-3zbMath1480.91181OpenAlexW3155996356MaRDI QIDQ2066794

Corina Constantinescu, Hirbod Assa

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00272-3

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Lebesgue property of convex risk measures for bounded càdlàg processes
• Ruin-based risk measures in discrete-time risk models
• Erratum: Coherent and convex risk measures for unbounded càdlàg processes
• Coherent and convex monetary risk measures for bounded càdlàg processes
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
• From ruin theory to solvency in non-life insurance
• Dynamic Risk Measures within Discrete-Time Risk Models

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