Pages that link to "Item:Q2138618"
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The following pages link to On capital allocation for a risk measure derived from ruin theory (Q2138618):
Displaying 10 items.
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- Ruin theory with risk proportional to the free reserve and securitization (Q1974043) (← links)
- Alarm system for insurance companies: a strategy for capital allocation (Q2444706) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Capital allocation based on Haezendonck-Goovaerts risk measure (Q2992795) (← links)
- Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)