Application of Coherent Risk Measures to Capital Requirements in Insurance

Article Properties
Cite
Artzner, Philippe. “Application of Coherent Risk Measures to Capital Requirements in Insurance”. North American Actuarial Journal, vol. 3, no. 2, 1999, pp. 11-25, https://doi.org/10.1080/10920277.1999.10595795.
Artzner, P. (1999). Application of Coherent Risk Measures to Capital Requirements in Insurance. North American Actuarial Journal, 3(2), 11-25. https://doi.org/10.1080/10920277.1999.10595795
Artzner, Philippe. “Application of Coherent Risk Measures to Capital Requirements in Insurance”. North American Actuarial Journal 3, no. 2 (1999): 11-25. https://doi.org/10.1080/10920277.1999.10595795.
Artzner P. Application of Coherent Risk Measures to Capital Requirements in Insurance. North American Actuarial Journal. 1999;3(2):11-25.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Security of Insurers: The American Risk Based Capital Model versus the European Model of Solvability for Property and Casualty Insurers The Geneva Papers on Risk and Insurance - Issues and Practice
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 7 1997
10.1016/S0167-6687(97)00026-7 Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 1997
The Calculation of Minimum Margin

 Management Science
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Industries. Land use. Labor: Management. Industrial management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 13 1982
The Calculation of Minimum Margin

 1997
10.1007/978-3-642-33483-2 1997
Citations
Title Journal Journal Categories Citations Publication Date
The quasi-xgamma frailty model with survival analysis under heterogeneity problem, validation testing, and risk analysis for emergency care data

 Scientific Reports
  • Medicine
  • Science
  • Science: Science (General)
 2024
A new Marshall-Olkin lomax distribution with application using failure and insurance data Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2024
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint

 Computational Management Science
  • Social Sciences: Statistics
 2023
A New Lindley Extension: Estimation, Risk Assessment and Analysis Under Bimodal Right Skewed Precipitation Data Annals of Data Science 2023
On a New Mixed Pareto–Weibull Distribution: Its Parametric Regression Model with an Insurance Applications Annals of Data Science 2023
Citations Analysis
Category Category Repetition
Science: Mathematics56
Science: Mathematics: Probabilities. Mathematical statistics41
Social Sciences: Economic theory. Demography: Economics as a science32
Social Sciences: Commerce: Business30
Social Sciences: Statistics27
Social Sciences: Finance15
Science: Science (General)14
Science: Mathematics: Instruments and machines: Electronic computers. Computer science7
Technology: Engineering (General). Civil engineering (General)4
Medicine4
Science4
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics4
Technology: Technology (General): Industrial engineering. Management engineering: Information technology3
Technology: Manufactures: Production management. Operations management3
Technology: Technology (General): Industrial engineering. Management engineering3
Technology: Mechanical engineering and machinery3
Social Sciences: Sociology (General)3
Science: Science (General): Cybernetics: Information theory2
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication2
Science: Physics2
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Technology: Electrical engineering. Electronics. Nuclear engineering1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks1
Medicine: Medicine (General): Medical physics. Medical radiology. Nuclear medicine1
Technology: Electrical engineering. Electronics. Nuclear engineering: Nuclear engineering. Atomic power1
Technology: Environmental technology. Sanitary engineering1
Geography. Anthropology. Recreation: Environmental sciences1
Science: Physics: Meteorology. Climatology1
Science: Biology (General): Ecology1
Science: Geology1
Science: Astronomy: Astrophysics1
Social Sciences: Industries. Land use. Labor: Economic growth, development, planning1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Medicine: Medicine (General): Computer applications to medicine. Medical informatics1
Science: Biology (General)1
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry1
The category Science: Mathematics 56 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A synthesis of risk measures for capital adequacy and was published in 1999. The most recent citation comes from a 2024 study titled The quasi-xgamma frailty model with survival analysis under heterogeneity problem, validation testing, and risk analysis for emergency care data. This article reached its peak citation in 2023, with 17 citations. It has been cited in 56 different journals, 23% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 13 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year