Pages that link to "Item:Q704412"
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The following pages link to An optimization approach to the dynamic allocation of economic capital (Q704412):
Displaying 50 items.
- 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)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models (Q479505) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Functional characterizations of bivariate weak SAI with an application (Q495474) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- On the increasing convex order of generalized aggregation of dependent random variables (Q784394) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088) (← links)
- Allocation of risk capital on an internal market (Q2256187) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Raising and allocation capital principles as optimal managerial contracts (Q2868595) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- Managing Economic and Virtual Economic Capital Within Financial Conglomerates (Q3518778) (← links)
- A model of optimal allocations of physical capital and human capital in three sectors (Q3610447) (← links)
- (Q3767084) (← links)
- Optimal Utilization of Capital and a Financial Sector in a Classical Gravitation Process (Q4409096) (← links)
- (Q4518931) (← links)
- Resource leasing and optimal periodic capital investments (Q4845094) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- Distortion Risk Measures and Economic Capital (Q5715954) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Random distortion risk measures (Q6543148) (← links)
