Dynamic capital allocation with distortion risk measures (Q704405)
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scientific article; zbMATH DE number 2127223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic capital allocation with distortion risk measures |
scientific article; zbMATH DE number 2127223 |
Statements
Dynamic capital allocation with distortion risk measures (English)
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13 January 2005
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Capital allocation
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Risk management
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Cooperative games
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Distorted probability
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Correlation order
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0.8185651898384094
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0.8176782727241516
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0.8051328659057617
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0.7994047403335571
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0.7908186912536621
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