Pages that link to "Item:Q5715911"
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The following pages link to Economic Capital Allocation Derived from Risk Measures (Q5715911):
Displaying 48 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- A convex-risk-measure based model and genetic algorithm for portfolio selection (Q1665701) (← links)
- Comparing downside risk measures for heavy tailed distributions (Q1929399) (← links)
- Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- General dual measures of riskiness (Q2353582) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Multivariate skew-normal distributions with applications in insurance (Q2492184) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Raising and allocation capital principles as optimal managerial contracts (Q2868595) (← links)
- Topical modelling issues in Solvency II (Q3608223) (← links)
- Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
- On a risk measure inspired from the ruin probability and the expected deficit at ruin (Q4575384) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- Financial Pricing Models for Property-Casualty Insurance Products (Q5018714) (← links)
- Using Aumann-Shapley Values to Allocate Insurance Risk (Q5019750) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Maximum entropy estimation of income share function from generalized Gini index (Q5138226) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
