Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin''
type: Item
instance of: scholarly article
title: Revised version of: ``Solvency requirement for a long-term guarantee: risk measures versus probability of ruin''
zbMATH Open document ID: 1256.91061
author: Pierre Devolder
published in: European Actuarial Journal
publication date: 2013-02-06T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6134644
zbMATH Keywords: solvency capital
zbMATH Keywords: risk measure
zbMATH Keywords: probability of ruin
zbMATH Keywords: dynamic risk measure
MaRDI profile type: Publication
full work available at URL: s13385-011-0042-0
OpenAlex ID: W2009344382
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DOI: 10.1007/S13385-011-0042-0
description: scientific article; zbMATH DE number 6134644