Forecasting compositional risk allocations
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Publication:1757613
DOI10.1016/j.insmatheco.2018.10.002zbMath1419.91350OpenAlexW2896739334WikidataQ129043451 ScholiaQ129043451MaRDI QIDQ1757613
Montserrat Guillen, Tim J. Boonen, Miguel Santolino
Publication date: 15 January 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://pure.uva.nl/ws/files/30875703/20181008Compositional_dynamic_allocation.pdf
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Uses Software
Cites Work
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