文章基本信息

标题：Restricted Coherent Risk Measures and Actuarial Solvency
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作者：Christos E. Kountzakis
期刊名称：Advances in Decision Sciences
印刷版ISSN：2090-3359
电子版ISSN：2090-3367
出版年度：2012
卷号：2012
DOI：10.1155/2012/350765
出版社：Hindawi Publishing Corporation
摘要：We prove a general dual representation form for restricted coherent risk measures, and we apply it to a minimization problem of the required solvency capital for an insurance company.