Holistic principle for risk aggregation and capital allocation (Q6148774)
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scientific article; zbMATH DE number 7801428
Language | Label | Description | Also known as |
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English | Holistic principle for risk aggregation and capital allocation |
scientific article; zbMATH DE number 7801428 |
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Holistic principle for risk aggregation and capital allocation (English)
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8 February 2024
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risk management
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risk aggregation
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capital allocation
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Pareto optimality
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diversification benefit
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