Pages that link to "Item:Q1017768"
From MaRDI portal
The following pages link to To split or not to split: Capital allocation with convex risk measures (Q1017768):
Displaying 50 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038) (← links)
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
- Variance allocation and Shapley value (Q1617328) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Risk budgeting portfolios from simulations (Q6096628) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
