Restricted Coherent Risk Measures and Actuarial Solvency
Author
Source
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-18, 18 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-12-19
Country of Publication
Egypt
No. of Pages
18
Main Subjects
Economics & Business Administration
Business Administration
Abstract EN
We prove a general dual representation form for restricted coherent risk measures, and we apply it to a minimization problem of the required solvency capital for an insurance company.
American Psychological Association (APA)
Kountzakis, Christos E.. 2012. Restricted Coherent Risk Measures and Actuarial Solvency. Advances in Decision Sciences،Vol. 2012, no. 2012, pp.1-18.
https://search.emarefa.net/detail/BIM-464940
Modern Language Association (MLA)
Kountzakis, Christos E.. Restricted Coherent Risk Measures and Actuarial Solvency. Advances in Decision Sciences No. 2012 (2012), pp.1-18.
https://search.emarefa.net/detail/BIM-464940
American Medical Association (AMA)
Kountzakis, Christos E.. Restricted Coherent Risk Measures and Actuarial Solvency. Advances in Decision Sciences. 2012. Vol. 2012, no. 2012, pp.1-18.
https://search.emarefa.net/detail/BIM-464940
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-464940
