Language:   Search:   Contact
World of
Mathematics Database
»ZBMATH« MSC 2000
MSC 2010 Reviewer
Service Subscription
»ZBMATH«
ZBMATH Database | Advanced Search Print
Read more | Try MathML | Hide
Zentralblatt MATH has released its new interface!
For an improved author identification, see the new author database of ZBMATH.

ZBMATH Database Simple Search Advanced Search Command Search

Advanced Search

Query:
Fill in the form and click »Search«...
Format:
Display: entries per page entries
Zbl 1082.91525
Artzner, Philippe
Application of coherent risk measures to capital requirements in insurance. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). (English)
[J] N. Am. Actuar. J. 3, No. 2, 11-25 (1999). ISSN 1092-0277

Summary: Risk measurements go hand in hand with setting of capital minima by companies as well as by regulators. We review the properties of coherent risk measures and examine their implications for capital requirement in insurance. We also comment on the specific risk-based capital computations.
MSC 2000:
*91B30 Risk theory etc.

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Journal

Login Username: Password:

Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Master Server

Zentralblatt MATH Berlin [Germany]

© FIZ Karlsruhe GmbH

Zentralblatt MATH master server is maintained by the Editorial Office in Berlin, Section Mathematics and Computer Science of FIZ Karlsruhe and is updated daily.

Other Mirror Sites

Copyright © 2013 Zentralblatt MATH | European Mathematical Society | FIZ Karlsruhe | Heidelberg Academy of Sciences
Published by Springer-Verlag | Webmaster