Pages that link to "Item:Q2234769"
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The following pages link to Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769):
Displaying 6 items.
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)