Pages that link to "Item:Q939355"
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The following pages link to Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355):
Displaying 34 items.
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models (Q479505) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- The link between the Shapley value and the beta factor (Q524900) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- Properties and comparison of risk capital allocation methods (Q1751856) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- On capital allocation for a risk measure derived from ruin theory (Q2138618) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088) (← links)
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111) (← links)
- Preservation of risk in capital markets (Q2417160) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Systemic risk components and deposit insurance premia (Q2873037) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Justification of per-unit risk capital allocation in portfolio credit risk models (Q2929379) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- On the Impossibility of Fair Risk Allocation (Q4588482) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)
