Haezendonck-Goovaerts capital allocation rules (Q2665852)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Haezendonck-Goovaerts capital allocation rules |
scientific article |
Statements
Haezendonck-Goovaerts capital allocation rules (English)
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19 November 2021
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capital allocation
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Haezendonck-Goovaerts risk measures
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Orlicz risk premium
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quantiles
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ambiguity
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