Pages that link to "Item:Q2992795"
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The following pages link to Capital allocation based on Haezendonck-Goovaerts risk measure (Q2992795):
Displaying 7 items.
- Weighted risk capital allocations (Q974815) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)