Solvency Capital Estimation and Risk Measures

Antoni Ferri, Montserrat Guillen, Lluís Bermúdez. Solvency Capital Estimation and Risk Measures. In Kurt J. Engemann, Anna Maria Gil Lafuente, José M. Merigó, editors, Modeling and Simulation in Engineering, Economics and Management - International Conference, MS 2012, New Rochelle, NY, USA, May 30 - June 1, 2012. Proceedings. Volume 115 of Lecture Notes in Business Information Processing, pages 34-43, Springer, 2012. [doi]

Abstract

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