{"id":"https://openalex.org/W3122312938","doi":"https://doi.org/10.1007/978-3-642-30433-0_5","title":"Solvency Capital Estimation and Risk Measures","display_name":"Solvency Capital Estimation and Risk Measures","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W3122312938","doi":"https://doi.org/10.1007/978-3-642-30433-0_5","mag":"3122312938"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-30433-0_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-30433-0_5","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081110940","display_name":"Antoni Ferri","orcid":null},"institutions":[{"id":"https://openalex.org/I71999127","display_name":"Universitat de Barcelona","ror":"https://ror.org/021018s57","country_code":"ES","type":"education","lineage":["https://openalex.org/I71999127"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Antoni Ferri","raw_affiliation_strings":["Departament d\u2019Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","Departament d'Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Departament d\u2019Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","institution_ids":["https://openalex.org/I71999127"]},{"raw_affiliation_string":"Departament d'Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","institution_ids":["https://openalex.org/I71999127"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5068231981","display_name":"Montserrat Guill\u00e9n","orcid":"https://orcid.org/0000-0002-2644-6268"},"institutions":[{"id":"https://openalex.org/I71999127","display_name":"Universitat de Barcelona","ror":"https://ror.org/021018s57","country_code":"ES","type":"education","lineage":["https://openalex.org/I71999127"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Montserrat Guill\u00e9n","raw_affiliation_strings":["Departament d\u2019Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","Departament d'Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Departament d\u2019Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","institution_ids":["https://openalex.org/I71999127"]},{"raw_affiliation_string":"Departament d'Econometria, Estad\u00edstica i Economia Espanyola, Riskcenter-IREA, University of Barcelona, Spain","institution_ids":["https://openalex.org/I71999127"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053217455","display_name":"Llu\u0131\u0301s Berm\u00fadez","orcid":"https://orcid.org/0000-0003-2309-5463"},"institutions":[{"id":"https://openalex.org/I71999127","display_name":"Universitat de Barcelona","ror":"https://ror.org/021018s57","country_code":"ES","type":"education","lineage":["https://openalex.org/I71999127"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Llu\u00eds Berm\u00fadez","raw_affiliation_strings":["Departament de Matem\u00e0tica Financera i Actuarial, Riskcenter-IREA, University of Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Departament de Matem\u00e0tica Financera i Actuarial, Riskcenter-IREA, University of Barcelona, Spain","institution_ids":["https://openalex.org/I71999127"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5081110940"],"corresponding_institution_ids":["https://openalex.org/I71999127"],"apc_list":null,"apc_paid":null,"fwci":0.8166,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.82163743,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"34","last_page":"43"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9872000217437744,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/solvency","display_name":"Solvency","score":0.8906971216201782},{"id":"https://openalex.org/keywords/subadditivity","display_name":"Subadditivity","score":0.7553082704544067},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.7091987133026123},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6014093160629272},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5892854928970337},{"id":"https://openalex.org/keywords/capital-requirement","display_name":"Capital requirement","score":0.533962070941925},{"id":"https://openalex.org/keywords/independence","display_name":"Independence (probability theory)","score":0.5233908295631409},{"id":"https://openalex.org/keywords/capital","display_name":"Capital (architecture)","score":0.5190070867538452},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.4672624468803406},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.442132830619812},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.4385482668876648},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4244660437107086},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.37877771258354187},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3727290630340576},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.30376023054122925},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.17845743894577026},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.14877748489379883},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.143549382686615},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.06744459271430969},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.06340426206588745}],"concepts":[{"id":"https://openalex.org/C2778215004","wikidata":"https://www.wikidata.org/wiki/Q1137437","display_name":"Solvency","level":3,"score":0.8906971216201782},{"id":"https://openalex.org/C19220575","wikidata":"https://www.wikidata.org/wiki/Q1934099","display_name":"Subadditivity","level":2,"score":0.7553082704544067},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.7091987133026123},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6014093160629272},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5892854928970337},{"id":"https://openalex.org/C2864544","wikidata":"https://www.wikidata.org/wiki/Q2914988","display_name":"Capital requirement","level":3,"score":0.533962070941925},{"id":"https://openalex.org/C35651441","wikidata":"https://www.wikidata.org/wiki/Q625303","display_name":"Independence (probability theory)","level":2,"score":0.5233908295631409},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.5190070867538452},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4672624468803406},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.442132830619812},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.4385482668876648},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4244660437107086},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.37877771258354187},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3727290630340576},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.30376023054122925},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.17845743894577026},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.14877748489379883},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.143549382686615},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06744459271430969},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.06340426206588745},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.0},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-30433-0_5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-30433-0_5","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.49000000953674316,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1491718027","https://openalex.org/W1542184596","https://openalex.org/W1969248194","https://openalex.org/W1983014026","https://openalex.org/W2019291268","https://openalex.org/W2030797081","https://openalex.org/W2119436275","https://openalex.org/W2507039649","https://openalex.org/W2798180542","https://openalex.org/W4300246981","https://openalex.org/W6696178136"],"related_works":["https://openalex.org/W1972040348","https://openalex.org/W2159025409","https://openalex.org/W2283921876","https://openalex.org/W2189356246","https://openalex.org/W2477767551","https://openalex.org/W1038437064","https://openalex.org/W1568363866","https://openalex.org/W1974608652","https://openalex.org/W1504097898","https://openalex.org/W2911943367"],"abstract_inverted_index":null,"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
