Supervisory Accounting: Comparison between Solvency II and Coherent Risk Measures-Reference-Cited by-同舟云学术

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Supervisory Accounting: Comparison between Solvency II and Coherent Risk Measures

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Eisele Karl-Theodor,Artzner Philippe

Publisher

Elsevier BV

Reference6 articles.

1. Supervisory insurance accounting: mathematics for provisionand solvency capital -requirements;Ph;Astin Bulletin,2010

2. Coherent risk measures;Ph;Mathematical Finance,1999

3. Dynamic risk measures, valuations and optimal dividends for insurance;P Cheridito;Oberwolfach MiniWorkshop on the Mathematics of Solvency,2008

4. Coherent Risk Measures;F Delbaen;Lectures Scuola Normale Superiore,2000

5. Stochastic Finance

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency;Insurance: Mathematics and Economics;2019-09

2. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency;Insurance: Mathematics and Economics;2017-09

3. Multiperiod insurance supervision: top-down models;European Actuarial Journal;2011-05-24

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