Haezendonck-Goovaerts capital allocation rules
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Publication:2665852
DOI10.1016/J.INSMATHECO.2021.07.004zbMath1475.91288OpenAlexW3185034045MaRDI QIDQ2665852
Emanuela Rosazza Gianin, Gabriele Canna, Francesca Centrone
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.07.004
Related Items (2)
An impossibility theorem on capital allocation ⋮ Capital allocation with multivariate convex risk measures
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