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Haezendonck-Goovaerts capital allocation rules - MaRDI portal

Haezendonck-Goovaerts capital allocation rules (Q2665852)

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scientific article
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English
Haezendonck-Goovaerts capital allocation rules
scientific article

    Statements

    title
    Haezendonck-Goovaerts capital allocation rules (English)
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    author
    Gabriele Canna
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    Francesca Centrone
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    publication date
    19 November 2021
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    zbMATH Keywords
    capital allocation
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    Haezendonck-Goovaerts risk measures
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    Orlicz risk premium
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    quantiles
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    ambiguity
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    Identifiers

    zbMATH DE Number
    7430987
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    OpenAlex ID
    W3185034045
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