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Property / DOI: 10.1016/j.insmatheco.2017.12.010 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.12.010 / rank
 
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Latest revision as of 07:28, 11 December 2024

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Weighted risk capital allocations in the presence of systematic risk
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    Weighted risk capital allocations in the presence of systematic risk (English)
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    12 April 2018
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    weighted risk measure
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    weighted risk capital allocation
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    weighted insurance pricing model
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    Gini measure of variability
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    systematic risk
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