Capital requirements and claims recovery: A new perspective on solvency regulation-Reference-Cited by-同舟云学术

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Capital requirements and claims recovery: A new perspective on solvency regulation

Published:2022-10-08 Issue: Volume: Page:
ISSN:0022-4367
Container-title:Journal of Risk and Insurance
language:en
Short-container-title:J of Risk & Insurance

Author:

Munari Cosimo¹,Weber Stefan²,Wilhelmy Lutz³

Affiliation:

1. Department of Banking and Finance, Center for Finance and Insurance and Swiss Finance Institute University of Zurich Zurich Switzerland

2. House of Insurance & Institute of Actuarial and Financial Mathematics Leibniz Universität Hannover Hannover Germany

3. Group Risk Management Swiss Re Management Ltd Zurich Switzerland

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12405

Reference59 articles.

1. On the coherence of expected shortfall

2. The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

3. Coherent Measures of Risk

4. Risk Measures and Efficient use of Capital

5. An Economic Index of Riskiness

Cited by 2 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. Robust Portfolio Selection under Recovery Average Value at Risk;SIAM Journal on Financial Mathematics;2024-03-29

2. An elementary proof of the dual representation of Expected Shortfall;Mathematics and Financial Economics;2023-11-16

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