An impossibility theorem on capital allocation
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- scientific article; zbMATH DE number 4025108
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- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
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- Weighted risk capital allocations
Cited in
(6)- scientific article; zbMATH DE number 4025108 (Why is no real title available?)
- On the impossibility of fair risk allocation
- The Impossibility of Capitalist Instantaneous Production
- An impossibility theorem for allocation aggregation
- A theory of multivariate stress testing
- A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
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