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Solvency Measures for Insurance Companies : Is There a Room for Improvement?

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  • Eugene N. Gurenko
  • Alexander Itigin

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  • Eugene N. Gurenko & Alexander Itigin, 2009. "Solvency Measures for Insurance Companies : Is There a Room for Improvement?," World Bank Publications - Reports 12831, The World Bank Group.
    • Handle: RePEc:wbk:wboper:12831
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    File URL: https://openknowledge.worldbank.org/bitstream/handle/10986/12831/700850ESW0P1160vency0Paper007009009.pdf?sequence=1
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    References listed on IDEAS

    as
    1. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
    2. Carlo Acerbi & Dirk Tasche, 2002. "Expected Shortfall: A Natural Coherent Alternative to Value at Risk," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 31(2), pages 379-388, July.
    Full references (including those not matched with items on IDEAS)

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