Karl-Theodor Eisele

University of Strasbourg

61, avenue de la foret noire

Strasbourg, Alsace 3000

France

SCHOLARLY PAPERS

8

DOWNLOADS

351

SSRN CITATIONS
Rank 9,149

SSRN RANKINGS

Top 9,149

in Total Papers Citations

121

CROSSREF CITATIONS

4

Scholarly Papers (8)

1.

Supervisory Accounting: Comparison between Solvency II and Coherent Risk Measures

Proceedings Actuarial and Financial Mathematics Conference, Brussels, February 4-5, 2010
Number of pages: 12 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 120 (253,936)
Citation 123

Abstract:

Loading...

supervisory provision, solvency capital requirement, solvency II

2.

Supervisory Insurance Accounting: Mathematics for Provision - and Solvency Capital - Requirements

ASTIN Bulletin, Forthcoming
Number of pages: 14 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 84 (322,189)
Citation 1

Abstract:

Loading...

optimal replicating portfolio, required solvency capital, free capital

3.

Multiperiod Insurance Supervision: Top-Down Models

Number of pages: 19 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 71 (354,989)
Citation 2

Abstract:

Loading...

cost of capital, 'Fremd’'- versus ‘Eigen’ - capital (own funds), optimal replicating portfolio, regulated market, risk margin, solvency capital requirement, time consistency

4.

Asymptotically Stable Dynamic Risk Assessments

Number of pages: 15 Posted: 30 Mar 2013
Karl-Theodor Eisele and Michael Kupper
University of Strasbourg and Humboldt University of Berlin - Department of Mathematics
Downloads 30 (507,357)

Abstract:

Loading...

asymptotic stability of risk assessments, construction by generators, local test probabilities, robust representation, time-consistency

5.

Lattice Modules over Rings of Bounded Random Variables

Number of pages: 22 Posted: 01 Apr 2013
Karl-Theodor Eisele and Sonia Taieb
University of Strasbourg and Campus Universitaire
Downloads 17 (585,714)

Abstract:

Loading...

Lattice module over L1, dual module, Dedekind-completeness, Namioka-Klee theorem, subdifferentiability, Orlicz module

6.

Recursions for Compound Phase Distributions

Insurance: Mathematics and Economics, Vol. 38, p. 149, 2006
Number of pages: 8 Posted: 19 Jan 2012
Karl-Theodor Eisele
University of Strasbourg
Downloads 13 (612,252)

Abstract:

Loading...

Phase-type distributions, Recursions for compound variables

7.

Recursions for Multivariate Compound Phase Variables

Insurance: Mathematics and Economics, Vol. 12, No. 6, 2007
Number of pages: 8 Posted: 19 Jan 2012
Karl-Theodor Eisele
University of Strasbourg
Downloads 9 (640,122)

Abstract:

Loading...

Discrete multivariate phase variables, Recursions for multivariate compound variables

8.

No Arbitrage in Insurance and the QP-Rule

Number of pages: 22 Posted: 23 Jun 2020
Philippe Artzner, Karl-Theodor Eisele and Thorsten Schmidt
University of Strasbourg - Institut de Recherche Mathématique Avancée, UMR 7501, University of Strasbourg and University of Freiburg
Downloads 7 (654,415)

Abstract:

Loading...

arbitrage, fundamental theorem of asset pricing, insurance valuation, variable annuities, hybrid products, equity-linked life insurance, enlargement of filtration, affine processes, longevity risk, corona crisis, QP-rule