Dynamic capital allocation with distortion risk measures (Q704405)
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scientific article; zbMATH DE number 2127223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic capital allocation with distortion risk measures |
scientific article; zbMATH DE number 2127223 |
Statements
Dynamic capital allocation with distortion risk measures (English)
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13 January 2005
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Capital allocation
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Risk management
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Cooperative games
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Distorted probability
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Correlation order
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