Risk capital allocation with autonomous subunits: the Lorenz set (Q282289): Difference between revisions

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Latest revision as of 22:38, 11 July 2024

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Risk capital allocation with autonomous subunits: the Lorenz set
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    Risk capital allocation with autonomous subunits: the Lorenz set (English)
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    12 May 2016
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    risk capital
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    cost allocation
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    Lorenz undominated elements of the core
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    coherent risk allocation
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    Egalitarian allocation
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