Holistic principle for risk aggregation and capital allocation (Q6148774)
From MaRDI portal
scientific article; zbMATH DE number 7801428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Holistic principle for risk aggregation and capital allocation |
scientific article; zbMATH DE number 7801428 |
Statements
Holistic principle for risk aggregation and capital allocation (English)
0 references
8 February 2024
0 references
risk management
0 references
risk aggregation
0 references
capital allocation
0 references
Pareto optimality
0 references
diversification benefit
0 references
0 references
0 references
