Capital allocation based on the tail covariance premium adjusted (Q2513449)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation based on the tail covariance premium adjusted |
scientific article |
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Capital allocation based on the tail covariance premium adjusted (English)
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28 January 2015
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tail covariance premium adjusted
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risk measures
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capital allocation
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dependence
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insurance
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