A capital allocation based on a solvency exchange option (Q1023096)

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scientific article; zbMATH DE number 5563934
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    A capital allocation based on a solvency exchange option
    scientific article; zbMATH DE number 5563934

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      A capital allocation based on a solvency exchange option (English)
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      10 June 2009
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      capital allocation
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      fair allocation axioms
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      solvency exchange option
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