On a capital allocation by minimization of some risk indicators (Q303736)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a capital allocation by minimization of some risk indicators |
scientific article |
Statements
On a capital allocation by minimization of some risk indicators (English)
0 references
22 August 2016
0 references
multivariate risk indicators
0 references
Solvency 2
0 references
solvency capital requirement SCR
0 references
own risk and solvency assessment ORSA
0 references
dependence modeling
0 references
coherence properties
0 references
risk theory
0 references
optimal capital allocation
0 references
0 references
0 references
