Pages that link to "Item:Q661232"
From MaRDI portal
The following pages link to On optimal allocation of risk vectors (Q661232):
Displaying 19 items.
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Optimal risk allocation for convex risk functionals in general risk domains (Q490351) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Risk-balanced territory design optimization for a micro finance institution (Q781085) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- On the cyclical allocation of risk (Q1349576) (← links)
- Vector risk functions (Q1762365) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Mathematical Risk Analysis (Q2919635) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- On the optimal risk allocation problem (Q3417655) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- Balanced Risk Set Matching (Q4468291) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
