On capital allocation for a risk measure derived from ruin theory (Q2138618)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On capital allocation for a risk measure derived from ruin theory |
scientific article |
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On capital allocation for a risk measure derived from ruin theory (English)
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12 May 2022
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risk capital allocation
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gradient allocation method
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value-at-risk (VaR)
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ruin probability
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insurance risk
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