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Financial Modeling, Actuarial Valuation and Solvency in Insurance

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  • J. Bohn

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  • J. Bohn, 2015. "Financial Modeling, Actuarial Valuation and Solvency in Insurance," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 735-740, May.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:5:p:735-740
    DOI: 10.1080/14697688.2014.999106
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    References listed on IDEAS

    as
    1. Bertsimas, Dimitris & Lauprete, Geoffrey J. & Samarov, Alexander, 2004. "Shortfall as a risk measure: properties, optimization and applications," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1353-1381, April.
    2. Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud, 2013. "Minimizing shortfall," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1533-1545, October.
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