Risk allocation through shapley decompositions, with applications to variable annuities (Q6174080)
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scientific article; zbMATH DE number 7712479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk allocation through shapley decompositions, with applications to variable annuities |
scientific article; zbMATH DE number 7712479 |
Statements
Risk allocation through shapley decompositions, with applications to variable annuities (English)
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13 July 2023
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risk allocation
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risk attribution
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profit and loss analysis
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variable annuities
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segregated funds
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stochastic on stochastic
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Shapley decomposition
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