Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Solvency II, or how to sweep the downside risk under the carpet

11 references·4 citing·40 second hop

FromToDepth

this work references cited by second hop

References

2003Monte Carlo Methods in Financial Engineering3,917 cited
1996Premium Calculation by Transforming the Layer Premium Density696 cited
2004Stochastic finance. an introduction in discrete time392 cited
2010Robustness and sensitivity analysis of risk measurement procedures377 cited
2006Risk measures and comonotonicity311 cited
2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS232 cited
2014Comparative and qualitative robustness for law-invariant risk measures159 cited
2012Remarks on quantiles and distortion risk measures128 cited
2013Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles121 cited
2009Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders66 cited
2015The Axiomatic Approach to Risk Measures for Capital Determination55 cited

Cited by

2019Robust reinsurance contracts with risk constraint33 cited
2022Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures30 cited
2017Risk Measures Based on Benchmark Loss Distributions29 cited
2022Adjusted Expected Shortfall

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

27 cited