Multiperiod insurance supervision: top-down models

Author:

Eisele Karl-Theodor,Artzner Philippe

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference10 articles.

1. Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent Risk Measures. Mathematical Finance 9:203–228

2. Artzner P, Eisele K-T (2010a) Supervisory insurance accounting: mathematics for provision and solvency capital requirements. Astin Bulletin 40:569-585

3. Artzner P, Eisele K-T (2010b) Supervisory accounting: comparison between Solvency II and coherent risk measures. Proceedings actuarial and financial mathematics conference, Brussels, Feb. 4–5, available at http://www-irma.u-strasbg.fr/∼eisele/

4. Cheridito P, Filipovic D, Kupper M (2008) Dynamic risk measures, valuations and optimal dividends for insurance. Paper presented at the Oberwolfach MiniWorkshop on the Mathematics of Solvency, February 15

5. Eisele K-T, Artzner P (2010) Time-consistent supervisory accounting. Paper presented at Risk Day 2010, ETHZ, available at http://www-irma.u-strasbg.fr/eisele/

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