Weighted risk capital allocations (Q974815)
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scientific article; zbMATH DE number 5717860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted risk capital allocations |
scientific article; zbMATH DE number 5717860 |
Statements
Weighted risk capital allocations (English)
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8 June 2010
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weighted risk capital allocation model (WRCAM)
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weighted distributions
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weighted premiums
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weighted allocations
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Stein's lemma
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general covariance decomposition
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regression function
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0.9374466
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0.88355494
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0.87226945
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0.8639779
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0.8634575
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