Pages that link to "Item:Q2665868"
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The following pages link to Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868):
Displaying 6 items.
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
