Pages that link to "Item:Q2427804"
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The following pages link to Excess based allocation of risk capital (Q2427804):
Displayed 9 items.
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← 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)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)