Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
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Publication:3608226
DOI10.1080/03461230701554007zbMath1164.91028OpenAlexW2063618003MaRDI QIDQ3608226
Zinoviy Landsman, Arthur Chiragiev
Publication date: 28 February 2009
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230701554007
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Uses Software
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