Pages that link to "Item:Q1742711"
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The following pages link to Distortion measures and homogeneous financial derivatives (Q1742711):
Displaying 5 items.
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
