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Solvency II – towards a new insurance supervisory system in the EU
7 references·1 citing·26 second hop
Solvency II – towards a new insurance supervisory system in the EU (2004)Solvency II – towards a new insurance sup…The Concepts and Practice of Mathematical Finance (2004)The Concepts and Practice of …Solvency Capital, Risk Measures and Comonotonicity: A Review (2003)Solvency Capital, Risk Measur…Risk Management: Value at Risk and Beyond (2003)Risk Management: Value at Ris…The concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…The concept of comonotonicity in actuarial science and finance: applications (2002)The concept of comonotonicity…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Martingale Methods in Financial Modelling (1998)Martingale Methods in Financi…Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses? (2010)Impact of insurance for opera…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)Modelling of extremal events in insurance and finance (1994)A Practical Guide to Heavy Tails: Statistical Techniques and Applications (1999)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Simple risk measure calculations for sums of positive random variables (2013)The Pricing of Options and Corporate Liabilities (1973)Martingales and arbitrage in multiperiod securities markets (1979)Option pricing: A simplified approach (1979)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Constructing Uncertainty Sets for Robust Linear Optimization (2009)The value of an Asian option (1995)On the evaluation of ‘saving-consumption’ plans (2005)Theory of games and economic behavior (2019)Arbitrage Theory in Continuous Time (2004)Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models (2008)Numerical Solution of Stochastic Differential Equations (2016)Modelling Dependence with Copulas and Applications to Risk Management (2003)Networks of equities in financial markets (2004)A review of copula models for economic time series (2012)A general characterization of one factor affine term structure models (2001)Optimal portfolio management with American capital guarantee (2004)
this work references cited by second hop

References

  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 2002The concept of comonotonicity in actuarial science and finance: applications398 cited
  • 2003Risk Management: Value at Risk and Beyond356 cited
  • 2004The Concepts and Practice of Mathematical Finance271 cited
  • 1998Martingale Methods in Financial Modelling149 cited
  • 2003Solvency Capital, Risk Measures and Comonotonicity: A Review38 cited

Cited by

  • 2010Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?28 cited

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