The following pages link to (Q4518931):
Displayed 18 items.
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Capital allocation based on the tail covariance premium adjusted (Q2513449) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- Risk Management and Capital Allocation for Non-Life Insurance Companies (Q4561919) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)