scientific article; zbMATH DE number 1538071
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Publication:4518931
zbMATH Open0958.91019MaRDI QIDQ4518931FDOQ4518931
Authors: L. Overbeck
Publication date: 8 April 2001
Title of this publication is not available (Why is that?)
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- Weighted risk capital allocations in the presence of systematic risk
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- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS
- Risk Management and Capital Allocation for Non-Life Insurance Companies
- A Value-At-Risk Calculation of Required Reserves for Credit Risk in Corporate Lending Portfolios
- Haezendonck-Goovaerts capital allocation rules
- Some remarks on capital allocation by percentile layer
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- Large-Scale Loan Portfolio Selection
- Multiobjective optimization of credit capital allocation in financial institutions
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
- A capital allocation based on a solvency exchange option
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