| dc.date.accessioned | 2019-10-24T13:39:34Z | |
| dc.date.available | 2019-10-24T13:39:34Z | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | http://publications.mfo.de/handle/mfo/3052 | |
| dc.description.abstract | The discussion on solvency regulation for financial institutions, in particular the demand for appropriate risk measures, led to an axiomatic approach (coherent risk measures, Artzner et a. (2004)) which is now generally accepted for one period risks. The mini-workshop was dedicated to the discussion of an extension of this concept to the multi period case as well as on the consequences of the resulting risk measures for decisions and control. | |
| dc.title | Mini-Workshop: Mathematics of Solvency | |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | de |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | en |
| dc.identifier.doi | 10.14760/OWR-2008-7 | |
| local.series.id | OWR-2008-7 | |
| local.subject.msc | 91 | |
| local.sortindex | 492 | |
| local.date-range | 10 Feb - 16 Feb 2008 | |
| local.workshopcode | 0807b | |
| local.workshoptitle | Mini-Workshop: Mathematics of Solvency | |
| local.organizers | Freddy Delbaen, Zürich; Karl-Theodor Eisele, Strasbourg; Christian Hipp, Karlsruhe | |
| local.report-name | Workshop Report 2008,7 | |
| local.opc-photo-id | 0807b | |
| local.publishers-doi | 10.4171/OWR/2008/07 | |
| local.ems-reference | Delbaen Freddy, Eisele Karl-Theodor, Hipp Christian: Mini-Workshop: Mathematics of Solvency. Oberwolfach Rep. 5 (2008), 347-366. doi: 10.4171/OWR/2008/07 | |
