To split or not to split: Capital allocation with convex risk measures (Q1017768)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | To split or not to split: Capital allocation with convex risk measures |
scientific article |
Statements
To split or not to split: Capital allocation with convex risk measures (English)
0 references
12 May 2009
0 references
convex measures of risk
0 references
capital allocation
0 references
Aumann-Shapley value
0 references
inf-convolution
0 references
0 references
