Capital requirements and claims recovery: A new perspective on solvency regulation
Munari, Cosimo, Weber, Stefan, Wilhelmy, Lutz
Published in The Journal of risk and insurance (01.06.2023)
Published in The Journal of risk and insurance (01.06.2023)
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Journal Article
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria, Koch-Medina, Pablo, Munari, Cosimo
Published in Mathematics and financial economics (2021)
Published in Mathematics and financial economics (2021)
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Journal Article
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Liebrich, Felix-Benedikt, Munari, Cosimo
Published in Mathematics and financial economics (01.07.2022)
Published in Mathematics and financial economics (01.07.2022)
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Journal Article
Capital adequacy tests and limited liability of financial institutions
Koch-Medina, Pablo, Moreno-Bromberg, Santiago, Munari, Cosimo
Published in Journal of banking & finance (01.02.2015)
Published in Journal of banking & finance (01.02.2015)
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Journal Article
Risk Measures Based on Benchmark Loss Distributions
Bignozzi, Valeria, Burzoni, Matteo, Munari, Cosimo
Published in The Journal of risk and insurance (01.06.2020)
Published in The Journal of risk and insurance (01.06.2020)
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Journal Article
Stability properties of Haezendonck–Goovaerts premium principles
Gao, Niushan, Munari, Cosimo, Xanthos, Foivos
Published in Insurance, mathematics & economics (01.09.2020)
Published in Insurance, mathematics & economics (01.09.2020)
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Journal Article
Law-invariant functionals that collapse to the mean
Bellini, Fabio, Koch-Medina, Pablo, Munari, Cosimo, Svindland, Gregor
Published in Insurance, mathematics & economics (01.05.2021)
Published in Insurance, mathematics & economics (01.05.2021)
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Journal Article
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan, Leung, Denny, Munari, Cosimo, Xanthos, Foivos
Published in Finance and stochastics (01.04.2018)
Published in Finance and stochastics (01.04.2018)
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Journal Article
Measuring risk with multiple eligible assets
Farkas, Walter, Koch-Medina, Pablo, Munari, Cosimo
Published in Mathematics and financial economics (01.01.2015)
Published in Mathematics and financial economics (01.01.2015)
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Journal Article
Which eligible assets are compatible with comonotonic capital requirements?
Koch-Medina, Pablo, Munari, Cosimo, Svindland, Gregor
Published in Insurance, mathematics & economics (01.07.2018)
Published in Insurance, mathematics & economics (01.07.2018)
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Journal Article
Capital requirements with defaultable securities
Farkas, Walter, Koch-Medina, Pablo, Munari, Cosimo
Published in Insurance, mathematics & economics (01.03.2014)
Published in Insurance, mathematics & economics (01.03.2014)
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Journal Article