An optimization approach to the dynamic allocation of economic capital
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Publication:704412
DOI10.1016/J.INSMATHECO.2004.04.002zbMATH Open1079.91037OpenAlexW2134734388MaRDI QIDQ704412FDOQ704412
Authors: Roger J. A. Laevent, Marc J. Goovaerts 
Publication date: 13 January 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.04.002
Recommendations
Statistical methods; risk measures (91G70) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
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