Pages that link to "Item:Q2691447"
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The following pages link to Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447):
Displaying 5 items.
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- A two-step capital variation model: optimization by different statistical criteria (Q2577225) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)