Quantile-Based Risk Sharing (Q4971388): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/opre.2017.1716 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123093843 / rank | |||
Normal rank | |||
Revision as of 19:55, 19 March 2024
scientific article; zbMATH DE number 7258959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile-Based Risk Sharing |
scientific article; zbMATH DE number 7258959 |
Statements
Quantile-Based Risk Sharing (English)
0 references
12 October 2020
0 references
value-at-risk
0 references
expected shortfall
0 references
risk sharing
0 references
regulatory capital
0 references
robustness
0 references
Arrow-Debreu equilibrium
0 references
