Solvency II solvency capital requirement for life insurance companies based on expected shortfall
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s13385-017-0160-4/fulltext.html
Reference46 articles.
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4. Artzner P, Delbaen F, Eber J, Heath D (1999) Coherent measures of risk. Math Financ 9:203–228
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