Pages that link to "Item:Q1726872"
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The following pages link to A generalization of expected shortfall based capital allocation (Q1726872):
Displaying 10 items.
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Analytical expression of the expected values of capital at voting in the stochastic environment (Q2457525) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- An efficient approach to quantile capital allocation and sensitivity analysis (Q5204854) (← links)
- Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)