Haezendonck-Goovaerts capital allocation rules (Q2665852)
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scientific article; zbMATH DE number 7430987
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Haezendonck-Goovaerts capital allocation rules |
scientific article; zbMATH DE number 7430987 |
Statements
Haezendonck-Goovaerts capital allocation rules (English)
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19 November 2021
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capital allocation
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Haezendonck-Goovaerts risk measures
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Orlicz risk premium
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quantiles
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ambiguity
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0.8596324324607849
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0.7898206114768982
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0.7856022715568542
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0.784540593624115
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0.7840589284896851
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