On the risk consistency and monotonicity of ruin theory
type: Item
instance of: scholarly article
title: On the risk consistency and monotonicity of ruin theory
zbMATH Open document ID: 1480.91181
author: Hirbod Assa
author: Corina Constantinescu
published in: European Actuarial Journal
publication date: 2022-01-14T00:00:00Z
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7457629
MaRDI profile type: Publication
full work available at URL: s13385-021-00272-3
OpenAlex ID: W3155996356
cites work: Q3560912
cites work: Lebesgue property of convex risk measures for bounded càdlàg processes
cites work: Coherent and convex monetary risk measures for bounded càdlàg processes
cites work: Erratum: Coherent and convex risk measures for unbounded càdlàg processes
cites work: Dynamic Risk Measures within Discrete-Time Risk Models
cites work: Ruin-based risk measures in discrete-time risk models
cites work: Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
cites work: Q3523756
cites work: From ruin theory to solvency in non-life insurance
DOI: 10.1007/S13385-021-00272-3
description: scientific article; zbMATH DE number 7457629