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Advances in Decision Sciences
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Advances in Decision Sciences
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Restricted Coherent Risk Measures and Actuarial Solvency

Restricted coherent risk measures and actuarial solvency
descriptionPublicationkeyboard_double_arrow_right Article 19 Dec 2012 English Publisher:Scientific and Business WorldJournal:Advances in Decision Sciences, volume 2,012, pages 1-18 (issn: 2090-3359, eissn: 2090-3367, Copyright policy )
Authors: Christos E. Kountzakis;

doi: 10.1155/2012/350765

Restricted Coherent Risk Measures and Actuarial Solvency

Abstract

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.

Related Organizations
Keywords

Risk theory, insurance, minimization problem, Case-oriented studies in operations research, required solvency capital, restricted coherent risk measures, insurance

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold