Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure |
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Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (English)
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19 October 2021
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optimal capital allocation
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extreme tail events
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risk measure
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generalized inverse function
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hierarchical corporate structure
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