Pages that link to "Item:Q5379213"
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The following pages link to Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213):
Displaying 3 items.
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment (Q2218827) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
