Weighted risk capital allocations (Q974815)

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Weighted risk capital allocations
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    title
    Weighted risk capital allocations (English)
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    author
    Edward Furman
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    Ričardas Zitikis
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    publication date
    8 June 2010
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    zbMATH Keywords
    weighted risk capital allocation model (WRCAM)
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    weighted distributions
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    weighted premiums
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    weighted allocations
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    Stein's lemma
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    general covariance decomposition
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    regression function
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    cites work
    Q3395941
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    Q3868650
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    Q3314810
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    Q4493303
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    Q2732679
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    Q3528030
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    Q4833240
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    65C60
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    91B30
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    zbMATH DE Number
    5717860
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    OpenAlex ID
    W3123257427
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