"Application of Coherent Risk Measures to Capital Requirements in Insurance," Philippe Artzner, April 1999

Letter/Communication

Elias S.W. Shiu

North American actuarial journal, Vol.4(1), pp.115-116

01/01/2000

DOI: 10.1080/10920277.2000.10595888

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Title: Subtitle: "Application of Coherent Risk Measures to Capital Requirements in Insurance," Philippe Artzner, April 1999
Creators: Elias S.W. Shiu - University of Iowa
Resource Type: Letter/Communication
Publication Details: North American actuarial journal, Vol.4(1), pp.115-116
Publisher: Taylor & Francis Group
DOI: 10.1080/10920277.2000.10595888
ISSN: 1092-0277
eISSN: 2325-0453
Language: English
Date published: 01/01/2000
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257627402771

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