Economic Capital Allocation Derived from Risk Measures (Q5715911): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2003.10596084
+Normal rank
@@ Property / OpenAlex ID @@
+W3123570246
@@ Property / OpenAlex ID: W3123570246 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314810
@@ Property / cites work: Q3314810 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5461830
@@ Property / cites work: Q5461830 / rank @@
+Normal rank
@@ Property / cites work @@
+“Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999
+Normal rank