Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (Q5379213)
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scientific article; zbMATH DE number 7059861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application |
scientific article; zbMATH DE number 7059861 |
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Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application (English)
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28 May 2019
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multivariate insurance risk processes
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risk capital allocation
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joint insolvency analysis
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