TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830): Difference between revisions

@@ Property / author @@
-Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
-Normal rank
@@ Property / author @@
-Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
-Normal rank
@@ Property / author @@
+Hélène Cossette
@@ Property / author: Hélène Cossette / rank @@
+Normal rank
@@ Property / author @@
+Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2011.11.006
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+W1993267979
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+Coherent Measures of Risk
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+TVaR-based capital allocation with copulas
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