Pages that link to "Item:Q2427804"
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The following pages link to Excess based allocation of risk capital (Q2427804):
Displaying 36 items.
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Properties of a risk measure derived from the expected area in red (Q743159) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Allocation of risk capital on an internal market (Q2256187) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- How should the cost of joint risk capital be allocated for performance measurement? (Q2426573) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Justification of per-unit risk capital allocation in portfolio credit risk models (Q2929379) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
