Pages that link to "Item:Q2513449"
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The following pages link to Capital allocation based on the tail covariance premium adjusted (Q2513449):
Displaying 4 items.
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
