Weighted risk capital allocations
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Publication:974815
DOI10.1016/J.INSMATHECO.2008.07.003zbMATH Open1189.62163OpenAlexW3123257427MaRDI QIDQ974815FDOQ974815
Authors: Edward Furman, Ričardas Zitikis 
Publication date: 8 June 2010
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.07.003
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- scientific article; zbMATH DE number 2151372
- scientific article; zbMATH DE number 6671758
regression functionweighted distributionsStein's lemmageneral covariance decompositionweighted allocationsweighted premiumsweighted risk capital allocation model (WRCAM)
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