Pages that link to "Item:Q723951"
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The following pages link to Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951):
Displaying 7 items.
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
