Capital allocation based on the tail covariance premium adjusted (Q2513449)

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Capital allocation based on the tail covariance premium adjusted
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    title
    Capital allocation based on the tail covariance premium adjusted (English)
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    author
    Min Wang
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    publication date
    28 January 2015
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    zbMATH DE Number
    6391702
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    zbMATH Keywords
    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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    OpenAlex ID
    W2046619428
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