On the Assessment of Coherent Risk-Capital Structures

SSRN Electronic Journal ◽

10.2139/ssrn.3847071 ◽

2021 ◽

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

Risk Capital ◽

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Allocation of risk capital based on iso-entropic coherent risk measure

Journal of Industrial Engineering and Management ◽

10.3926/jiem.1375 ◽

2015 ◽

Vol 8 (2) ◽

Author(s):

Chengli Zheng ◽

Yan Chen

Keyword(s):

Risk Measure ◽

Coherent Risk Measure ◽

Risk Capital ◽

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Risk capital allocation by coherent risk measures based on one-sided moments

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(02)00209-3 ◽

2003 ◽

Vol 32 (1) ◽

pp. 135-146 ◽

Author(s):

T. Fischer

Keyword(s):

Risk Measures ◽

Capital Allocation ◽

Coherent Risk Measures ◽

Risk Capital ◽

Coherent Risk ◽

Risk Capital Allocation

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Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks

SSRN Electronic Journal ◽

10.2139/ssrn.1694447 ◽

2010 ◽

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

Risk Capital ◽

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Evaluation of Optimal and Coherent Risk-Capital Structures under Adverse Market Outlooks

SSRN Electronic Journal ◽

10.2139/ssrn.3847076 ◽

2021 ◽

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

Risk Capital ◽

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Evaluation of Optimal and Coherent Risk-Capital Structures Under Adverse Market Outlooks Using Machine Learning Techniques

SSRN Electronic Journal ◽

10.2139/ssrn.3834581 ◽

2021 ◽

Author(s):

Mazin A. M. Al Janabi

Keyword(s):

Machine Learning ◽

Machine Learning Techniques ◽

Risk Capital ◽

Coherent Risk ◽

Learning Techniques

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Risk Capital—Key to Continued Prosperity

Financial Analysts Journal ◽

10.2469/faj.v12.n2.41 ◽

1956 ◽

Vol 12 (2) ◽

pp. 41-42

Author(s):

William H. Peterson

Keyword(s):

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Stress tests and risk capital

The Journal of Risk ◽

10.21314/jor.2000.030 ◽

2000 ◽

Vol 2 (4) ◽

pp. 27-39 ◽

Author(s):

Paul Kupiec

Keyword(s):

Stress Tests ◽

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Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement

The Journal of Operational Risk ◽

10.21314/jop.2017.202 ◽

2017 ◽

Vol 12 (4) ◽

pp. 31-49

Author(s):

Fabio Piacenza ◽

Claudia Belloni

Keyword(s):

Operational Risk ◽

Capital Requirement ◽

Risk Capital ◽

Standardized Measurement ◽

Measurement Approach

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Deriving the minimal amount of risk capital for property-liability insurance companies utilizing asset liability management

The Journal of Risk ◽

10.21314/jor.2013.262 ◽

2013 ◽

Vol 15 (4) ◽

pp. 35-55 ◽

Author(s):

Matthias Schmautz ◽

Niklas Lampenius

Keyword(s):

Liability Insurance ◽

Insurance Companies ◽

Minimal Amount ◽

Asset Liability Management ◽

Risk Capital ◽

Liability Management

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An adaptive procedure for estimating coherent risk measures based on generalized scenarios

The Journal of Computational Finance ◽

10.21314/jcf.2008.186 ◽

2008 ◽

Vol 11 (4) ◽

pp. 1-31 ◽

Author(s):

Vadim Lesnevski ◽

Barry Nelson ◽

Jeremy Staum

Keyword(s):

Risk Measures ◽

Coherent Risk Measures ◽

Adaptive Procedure ◽

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