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A synthesis of risk measures for capital adequacy

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Author Info
Lynn Wirch, Julia
Hardy, Mary R.
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 25 (1999)
Issue (Month): 3 (December)
Pages: 337-347
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Handle: RePEc:eee:insuma:v:25:y:1999:i:3:p:337-347

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Web page: http://www.elsevier.com/locate/inca/505554

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  2. Albrecht, Peter, 2003. "Risk Measures," Sonderforschungsbereich 504 Publications 03-01, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  3. Marta Cardin & Graziella Pacelli, 2006. "On the characterization of convex premium principles," Working Papers 142, Department of Applied Mathematics, University of Venice. [Downloadable!]
  4. Marta Cardin & Graziella Pacelli, 2005. "On characterization of a class of convex operators for pricing insurance risks," Game Theory and Information 0511011, EconWPA. [Downloadable!]
  5. R. Mark Reesor & Don L. McLeish, 2002. "Risk, Entropy, and the Transformation of Distributions," Working Papers 02-11, Bank of Canada. [Downloadable!]
  6. Albrecht, Peter & Maurer, Raimond & Ruckpaul, Ulla, 2001. "On the Risks of Stocks in the Long Run:A Probabilistic Approach Based on Measures of Shortfall Risk," Sonderforschungsbereich 504 Publications 01-12, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
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