Weighted risk capital allocations (Q974815)

From MaRDI portal
Revision as of 02:42, 8 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Weighted risk capital allocations
scientific article

    Statements

    Weighted risk capital allocations (English)
    0 references
    0 references
    0 references
    8 June 2010
    0 references
    weighted risk capital allocation model (WRCAM)
    0 references
    weighted distributions
    0 references
    weighted premiums
    0 references
    weighted allocations
    0 references
    Stein's lemma
    0 references
    general covariance decomposition
    0 references
    regression function
    0 references

    Identifiers