Application of Coherent Risk Measures to Capital Requirements in Insurance
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.1999.10595795
Reference41 articles.
1. Albrecht, P. 1993. Normal and Lognormal Shortfall Risk. Proceedings of the 3rd AFIR International Colloqium. 1993, Rome. Vol. 2, pp.417–430.
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