Weighted risk capital allocations (Q974815)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted risk capital allocations |
scientific article |
Statements
Weighted risk capital allocations (English)
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8 June 2010
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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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