Capital allocation based on the tail covariance premium adjusted (Q2513449)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital allocation based on the tail covariance premium adjusted |
scientific article |
Statements
Capital allocation based on the tail covariance premium adjusted (English)
0 references
28 January 2015
0 references
tail covariance premium adjusted
0 references
risk measures
0 references
capital allocation
0 references
dependence
0 references
insurance
0 references
0 references
