A capital allocation based on a solvency exchange option (Q1023096): Difference between revisions

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+Conditional tail expectations for multivariate phase-type distributions
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+Economic Capital Allocation Derived from Risk Measures
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+Managing Economic and Virtual Economic Capital Within Financial Conglomerates
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+Q5480304
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+AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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+Tail Conditional Expectations for Elliptical Distributions
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+A Note on the Myers and Read Capital Allocation Formula
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+Using Aumann-Shapley Values to Allocate Insurance Risk
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+Risk capital allocation and cooperative pricing of insurance liabilities.
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+Wang's capital allocation formula for elliptically contoured distributions.
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+Capital Allocation Survey with Commentary
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