Solvency II, or how to sweep the downside risk under the carpet

Author:

Weber Stefan

Publisher

Elsevier BV

Subject

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

Reference28 articles.

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2. Theory of capacities;Choquet;Ann. Inst. Fourier,1954

3. Fundamental definition of the solvency capital requirement in solvency II;Christiansen;Astin Bull.,2014

4. Robustness and sensitivity analysis of risk measurement procedures;Cont;Quant. Finance,2010

5. Council of the European Communities, 1983. ‘Seventh Council Directive 83/349/EEC of 13 June 1983 based on the Article 54 (3) (g) of the Treaty on consolidated accounts’.

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