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

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Coherent Measures of Risk
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Q3868650
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+Q3314810
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+Q5461830
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+“Application of Coherent Risk Measures to Capital Requirements in Insurance,” Philippe Artzner, April 1999
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