Application of Coherent Risk Measures to Capital Requirements in Insurance

DOI10.1080/10920277.1999.10595795zbMath1082.91525OpenAlexW2028202351MaRDI QIDQ5718353

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.1999.10595795

Mathematics Subject Classification ID

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