The following pages link to Weighted risk capital allocations (Q974815):
Displaying 17 items.
- SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (Q4972118) (← links)
- Size-Biased Risk Measures of Compound Sums (Q4987079) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← links)
- LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- A New Class of Credibility Estimators Under the Generalized Weighted Premium Principle (Q5299087) (← links)
- ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits (Q6076759) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Estimating the VaR-induced Euler allocation rule (Q6569741) (← links)
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling (Q6579665) (← links)
