An optimization approach to the dynamic allocation of economic capital (Q704412): Difference between revisions

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Latest revision as of 16:22, 7 June 2024

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An optimization approach to the dynamic allocation of economic capital
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    An optimization approach to the dynamic allocation of economic capital (English)
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    13 January 2005
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    risk measurement
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    capital allocation
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    stochastic dependence
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    comonotonicity
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    value-at-risk
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