On a capital allocation by minimization of some risk indicators (Q303736)
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scientific article; zbMATH DE number 6618639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a capital allocation by minimization of some risk indicators |
scientific article; zbMATH DE number 6618639 |
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On a capital allocation by minimization of some risk indicators (English)
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22 August 2016
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multivariate risk indicators
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Solvency 2
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solvency capital requirement SCR
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own risk and solvency assessment ORSA
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dependence modeling
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coherence properties
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risk theory
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optimal capital allocation
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0.8949149
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0.8946676
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0.8891635
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0.88666964
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0.88326484
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0.8760053
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