Pages that link to "Item:Q1023096"
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The following pages link to A capital allocation based on a solvency exchange option (Q1023096):
Displaying 11 items.
- A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications (Q950486) (← links)
- An asymptotic characterization of hidden tail credit risk with actuarial applications (Q1707554) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory (Q1902638) (← 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)
- Factor risk quantification in annuity models (Q2513616) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)