Some remarks on capital allocation by percentile layer
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Publication:487573
DOI10.1007/S13385-013-0075-7zbMATH Open1304.91112OpenAlexW2084071899MaRDI QIDQ487573FDOQ487573
Publication date: 22 January 2015
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-013-0075-7
Cites Work
- The concept of comonotonicity in actuarial science and finance: theory.
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
- Risk Measures and Comonotonicity: A Review
- Economic Capital Allocation Derived from Risk Measures
- Capital Allocation Survey with Commentary
- An optimization approach to the dynamic allocation of economic capital
- Title not available (Why is that?)
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