Weighted risk capital allocations (Q974815): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.07.003
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+W3123257427
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+Q3395941
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+Risk Measures and Comonotonicity: A Review
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+OPTIMAL NUMERAIRES FOR RISK MEASURES
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+Risk capital decomposition for a multivariate dependent gamma portfolio
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+Economic Capital Allocation Derived from Risk Measures
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@@ links / mardi / name / links / mardi / name @@
+Publication:974815