Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk allocation through shapley decompositions, with applications to variable annuities |
scientific article; zbMATH DE number 7712479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk allocation through shapley decompositions, with applications to variable annuities |
scientific article; zbMATH DE number 7712479 |
Statements
Risk allocation through shapley decompositions, with applications to variable annuities (English)
0 references
13 July 2023
0 references
risk allocation
0 references
risk attribution
0 references
profit and loss analysis
0 references
variable annuities
0 references
segregated funds
0 references
stochastic on stochastic
0 references
Shapley decomposition
0 references
