Economic Capital Allocation Derived from Risk Measures

DOI10.1080/10920277.2003.10596084zbMath1084.91515OpenAlexW3123570246MaRDI QIDQ5715911

Rob Kaas, Jan Dhaene, Marc J. Goovaerts

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2003.10596084

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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