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Volumn 3, Issue 2, 1999, Pages 11-25

Application of coherent risk measures to capital requirements in insurance

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Indexed keywords


EID: 85011146255     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1999.10595795     Document Type: Article
Times cited : (134)

References (41)
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    • Reserving for Maturity Guarantees: Two Approaches
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  • 12
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    • Der Satz von Hattendorff und Hattendorffs Originalarbeit
    • Hundert Jahre Versicherungsmathematik an Universitäten
    • BüHlmann, H. 1995. "Der Satz von Hattendorff und Hattendorffs Originalarbeit," lecture at the Jubiläumstagung, Göttingen, "Hundert Jahre Versicherungsmathematik an Universitäten."
    • (1995) Lecture at the Jubiläumstagung, Göttingen
    • Bühlmann, H.1
  • 14
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    • 1995. "Risk- Based Capital Requirements for Property-Liability Insurers: A Financial Analysis,"
    • Burr Ridge, IL: Richard D. Irwin
    • Cummins, D., Harrington, S., and Niehaus, G. 1995. "Risk- Based Capital Requirements for Property-Liability Insurers: A Financial Analysis," in The Financial Dynamics of the Insurance Industry. Burr Ridge, IL: Richard D. Irwin, pp. 111–51.
    • The Financial Dynamics of the Insurance Industry , pp. 111-151
    • Cummins, D.1    Harrington, S.2    Niehaus, G.3
  • 20
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    • Security of Insurers: The American Risk-Based Capital Model versus the European Model of Solvability for Property and Casualty Insurers
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    • Farny, D.1
  • 21
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    • über die Berechnung der Reserven des Risico bei der Lebensversicherung
    • Hattendorff, K. 1868. "über die Berechnung der Reserven des Risico bei der Lebensversicherung," Rundschau der Versicherungen 18:1–18.
    • (1868) Rundschau Der Versicherungen , vol.18 , pp. 1-18
    • Hattendorff, K.1
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    • Bestimmung des mittleren Risico bei Lebensversicherungen
    • Kanner, M. 1867. "Bestimmung des mittleren Risico bei Lebensversicherungen," Deutsche Versicherungs-Zeitung.
    • (1867) Deutsche Versicherungs-Zeitung
    • Kanner, M.1
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    • Chicago: CCR
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    • Value at Risk
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    • The Calculation of Minimum Margin
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    • (1982) Management Science , vol.28 , pp. 1369-1379
    • Rudd, A.1    Schroeder, M.2
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    • Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond
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  • 34
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    • presentation at the 2nd SCOR Prize, Swiss-German ASTIN Day, Winterthur, October 23
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    • (1997) Capital Allocation and Solvency Testing
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    • Development of Insolvencies and the Importance of Security in the Insurance Industry
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.