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Publication:2801414
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zbMath1333.62252MaRDI QIDQ2801414

Michael Kupper, Damir Filipović

Publication date: 7 April 2016

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=12

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)


Related Items (3)

Intragroup transfers, intragroup diversification and their risk assessment ⋮ Optimal risk-sharing across a network of insurance companies ⋮ Optimal capital and risk allocations for law- and cash-invariant convex functions







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