Weighted risk capital allocations in the presence of systematic risk (Q1742709)
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scientific article; zbMATH DE number 6858904
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| English | Weighted risk capital allocations in the presence of systematic risk |
scientific article; zbMATH DE number 6858904 |
Statements
Weighted risk capital allocations in the presence of systematic risk (English)
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12 April 2018
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weighted risk measure
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weighted risk capital allocation
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weighted insurance pricing model
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Gini measure of variability
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systematic risk
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0.8288708925247192
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0.7901447415351868
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0.788399338722229
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0.7641303539276123
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