Quantile-Based Risk Sharing (Q4971388): Difference between revisions
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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)
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12 October 2020
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value-at-risk
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expected shortfall
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risk sharing
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regulatory capital
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robustness
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Arrow-Debreu equilibrium
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