Pages that link to "Item:Q6174080"
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The following pages link to Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080):
Displaying 6 items.
- Decomposing aggregate risk into marginal risks under partial information: A top-down method (Q514120) (← links)
- The Shapley value decomposition of optimal portfolios (Q2036001) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585) (← links)
- On the decomposition of an insurer's profits and losses (Q5878642) (← links)
- Construction of rating systems using global sensitivity analysis: a numerical investigation (Q6494321) (← links)