Pages that link to "Item:Q303736"
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The following pages link to On a capital allocation by minimization of some risk indicators (Q303736):
Displaying 12 items.
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- An optimization approach to adaptive multi-dimensional capital management (Q1757615) (← links)
- Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory (Q1902638) (← links)
- \(K\)-expectiles clustering (Q2078530) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Capital allocation based on Haezendonck-Goovaerts risk measure (Q2992795) (← links)
- (Q3062012) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)