The center of a convex set and capital allocation (Q319165): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6633445 / rank | |||
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| Property / zbMATH Keywords | |||
capital allocation | |||
| Property / zbMATH Keywords: capital allocation / rank | |||
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risk contribution | |||
| Property / zbMATH Keywords: risk contribution / rank | |||
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coherent risk measures | |||
| Property / zbMATH Keywords: coherent risk measures / rank | |||
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risk sharing | |||
| Property / zbMATH Keywords: risk sharing / rank | |||
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Revision as of 01:36, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The center of a convex set and capital allocation |
scientific article |
Statements
The center of a convex set and capital allocation (English)
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6 October 2016
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capital allocation
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risk contribution
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coherent risk measures
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risk sharing
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