Concepedia

Solvency Constraints

Solvency Constraints is a regulatory and financial requirement that limits the operations of an insurance provider by mandating that its available capital and liabilities remain within bounds sufficient to ensure long-term ability to meet policyholder obligations under adverse conditions.

84

Publications

4.6K

Citations

145

Authors

76

Institutions

Publications per year

2017–2026

8

Parents

Publications

84

Liquidity Risk and Contagion

Rodrigo Cifuentes, Gianluigi Ferrucci, Hyun Song Shin · Journal of the European Economic Association · 2005 · 899 citations

, , +17

Efficiency, Equilibrium, and Asset Pricing with Risk of Default

Fernando Álvarez, Urban J. Jermann · Econometrica · 2000 · 772 citations

, , +17

Quantitative Asset Pricing Implications of Endogenous Solvency Constraints

Fernando Álvarez, Urban J. Jermann · Review of Financial Studies · 2001 · 205 citations

, , +17

The Market Price of Aggregate Risk and the Wealth Distribution

YiLi Chien, Hanno Lustig · Review of Financial Studies · 2009 · 137 citations

, , +14

Liquidity Risk and Contagion

Rodrigo Cifuentes, Gianluigi Ferrucci, Hyun Song Shin · SSRN Electronic Journal · 2005 · 134 citations · Full text

, , +17

1–5 of 84

Authors

145

  1. HL
    Hanno Lustig

    University of California, Los Angeles, United States

    4 publications · 358 citations

    4

    h-index

  2. UJ
    Urban J. Jermann

    University of Pennsylvania, United States

    4 publications · 1K citations

    4

    h-index

  3. FÁ
    Fernando Álvarez

    University of Chicago, United States

    4 publications · 1K citations

    4

    h-index

  4. HS
    Hato Schmeiser

    University of St.Gallen, Switzerland

    3 publications · 135 citations

    3

    h-index

  5. DK
    Dirk Krueger

    University of Pennsylvania, United States

    3 publications · 177 citations

    3

    h-index

1–5 of 145

Institutions

76

  1. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    9 publications

    430 citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    5 h-index

    6 publications

    328 citations

  3. University of Pennsylvania

    Philadelphia, United States

    4 h-index

    5 publications

    1.1K citations

  4. Friedrich-Alexander-Universität Erlangen-Nürnberg

    Erlangen, Germany

    3 h-index

    6 publications

    106 citations

  5. City, University of London

    London, United Kingdom

    3 h-index

    5 publications

    113 citations

  6. University of California, Los Angeles

    Los Angeles, United States

    3 h-index

    4 publications

    426 citations

  7. University of Copenhagen

    Copenhagen, Denmark

    3 h-index

    3 publications

    66 citations

  8. University of Chicago

    Chicago, United States

    3 h-index

    3 publications

    856 citations

1–8 of 76

Venues

  1. 10

    h-index

  2. SSRN Electronic Journal

    Repository · 9 publications · 445 citations

    9

    h-index

  3. Insurance Mathematics and Economics

    5 publications · 118 citations

    5

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 4 publications · 110 citations

    4

    h-index

  5. Journal of Risk & Insurance

    4 publications · 134 citations

    4

    h-index

1–5