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Properties and comparison of risk capital allocation methods - MaRDI portal

Properties and comparison of risk capital allocation methods (Q1751856)

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scientific article; zbMATH DE number 6873624
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English
Properties and comparison of risk capital allocation methods
scientific article; zbMATH DE number 6873624

    Statements

    Properties and comparison of risk capital allocation methods (English)
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    25 May 2018
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    finance
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    coherent measures of risk
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    risk capital allocation
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    cooperative game theory
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    simulation
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