Pages that link to "Item:Q1423356"
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The following pages link to Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356):
Displaying 34 items.
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- A cooperative value in a multiplicative model (Q301044) (← links)
- Applied cost allocation: the DEA-Aumann-Shapley approach (Q323398) (← links)
- Capital allocation for portfolios with non-linear risk aggregation (Q506075) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- A capital allocation based on a solvency exchange option (Q1023096) (← links)
- Variance allocation and Shapley value (Q1617328) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory (Q1902638) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← 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)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited (Q3385437) (← links)
- Risk-adjusted value allocation for (non-traded) assets with performance ratios (Q3518391) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- The Liability Regime of Insurance Pools and Its Impact on Pricing (Q4633995) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Egalitarian Equivalent Capital Allocation (Q5379231) (← links)
- The optimal product pricing and carbon emissions reduction profit allocation of CET-covered enterprises in the cooperative supply chain (Q6066974) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
