Haezendonck-Goovaerts capital allocation rules (Q2665852)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Haezendonck-Goovaerts capital allocation rules |
scientific article |
Statements
Haezendonck-Goovaerts capital allocation rules (English)
0 references
19 November 2021
0 references
capital allocation
0 references
Haezendonck-Goovaerts risk measures
0 references
Orlicz risk premium
0 references
quantiles
0 references
ambiguity
0 references
