Dynamic capital allocation with distortion risk measures (Q704405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic capital allocation with distortion risk measures |
scientific article |
Statements
Dynamic capital allocation with distortion risk measures (English)
0 references
13 January 2005
0 references
Capital allocation
0 references
Risk management
0 references
Cooperative games
0 references
Distorted probability
0 references
Correlation order
0 references
