Pages that link to "Item:Q723951"
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The following pages link to Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951):
Displaying 20 items.
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
- Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080) (← links)
- Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336) (← links)
