Pages that link to "Item:Q3385437"
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The following pages link to A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437):
Displayed 3 items.
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
