Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213): Difference between revisions

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Latest revision as of 10:20, 19 July 2024

scientific article; zbMATH DE number 7059861
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Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application
scientific article; zbMATH DE number 7059861

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    Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (English)
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    28 May 2019
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    multivariate insurance risk processes
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    risk capital allocation
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    joint insolvency analysis
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