Multiperiod insurance supervision: top-down models
type: Item
instance of: scholarly article
title: Multiperiod insurance supervision: top-down models
zbMATH Open document ID: 1229.91159
author: Karl-Theodor Eisele
author: Philippe Artzner
published in: European Actuarial Journal
publication date: 2011-08-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5942449
zbMATH Keywords: cost of capital
zbMATH Keywords: own funds
zbMATH Keywords: optimal replicating portfolio
zbMATH Keywords: regulated market
zbMATH Keywords: risk margin
zbMATH Keywords: solvency capital requirement
zbMATH Keywords: time consistency
MaRDI profile type: Publication
full work available at URL: s13385-011-0003-7
OpenAlex ID: W3122978771
cites work: Coherent measures of risk
cites work: Supervisory Insurance Accounting: Mathematics for Provision – and Solvency Capital – Requirements
cites work: Q3639770
cites work: Q5644823
DOI: 10.1007/S13385-011-0003-7
description: scientific article; zbMATH DE number 5942449