A Note on the Swiss Solvency Test Risk Measure

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	897 - 902
Journal	Insurance, Mathematics and Economics
Volume	42
Publication status	Published - 1 Feb 2008

Cite this

@article{3cf318d7555c4ef2915d2417dd220d10,

title = "A Note on the Swiss Solvency Test Risk Measure",

author = "Damir Filipovic and Nicolas Vogelpoth",

year = "2008",

month = feb,

day = "1",

language = "English",

volume = "42",

pages = "897 -- 902",

journal = "Insurance, Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

}