Pages that link to "Item:Q5692937"
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The following pages link to AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937):
Displaying 42 items.
- ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
- (Q3062012) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- Simulating Risk Contributions of Credit Portfolios (Q3195233) (← links)
- Allocation of Capital Between Assets and Liabilities (Q3395757) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- Risk-adjusted value allocation for (non-traded) assets with performance ratios (Q3518391) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- Capital allocation for credit portfolios with kernel estimators (Q3645199) (← links)
- Sharing Risk – An Economic Perspective (Q3653513) (← links)
- (Q3767084) (← links)
- Optimal Utilization of Capital and a Financial Sector in a Classical Gravitation Process (Q4409096) (← links)
- Model risk of contingent claims (Q4554508) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- Risk contributions: duality and sensitivity (Q4619540) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- Estimation of risk contributions with MCMC (Q5234382) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- (Q5324297) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- Measuring marginal risk contributions in credit portfolios (Q5400661) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
- ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Asymptotic capital allocation based on the higher moment risk measure (Q6593150) (← links)
- Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336) (← links)
