Capital allocation based on the tail covariance premium adjusted (Q2513449): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2014.05.008
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+W2046619428
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@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
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@@ Property / cites work @@
+Analysis of ruin measures for the classical compound Poisson risk model with dependence
+Normal rank
@@ Property / cites work @@
+Tail Variance Premium with Applications for Elliptical Portfolio of Risks
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@@ Property / cites work @@
+Bivariate Exponential Distributions
@@ Property / cites work: Bivariate Exponential Distributions / rank @@
+Normal rank
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Q4518931
@@ Property / cites work: Q4518931 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2513449