Risk management under a prudential policy
type: Item
instance of: scholarly article
title: Risk management under a prudential policy
zbMATH Open document ID: 1398.91677
author: Hirbod Assa
published in: Decisions in Economics and Finance
publication date: 2015-11-27T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6514550
zbMATH Keywords: deposit insurance
zbMATH Keywords: risk measure and premium
zbMATH Keywords: Black-Scholes model
zbMATH Keywords: moral hazard
zbMATH Keywords: tail event
zbMATH Keywords: VaR
zbMATH Keywords: CVaR
zbMATH Keywords: stop-loss policy
MaRDI profile type: Publication
full work available at URL: s10203-015-0165-x
OpenAlex ID: W3125676291
cites work: Q5618987
cites work: Properties of distortion risk measures
cites work: Robustness and sensitivity analysis of risk measurement procedures
cites work: Q4552656
cites work: Efficient hedging with coherent risk measure
cites work: Axiomatic characterization of insurance prices
cites work: A new characterization of distortion premiums via countable additivity for comonotonic risks
DOI: 10.1007/S10203-015-0165-X
description: scientific article; zbMATH DE number 6514550