GlueVaR risk measures in capital allocation applications
From MaRDI portal
Publication:2513627
DOI10.1016/j.insmatheco.2014.06.014zbMath1304.91092OpenAlexW1971221384MaRDI QIDQ2513627
Miguel Santolino, Montserrat Guillen, Jaume Belles-Sampera
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/118811
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