Allocation of Capital Between Assets and Liabilities

DOI10.2143/AST.38.1.2030400zbMath1169.91394OpenAlexW4243932290MaRDI QIDQ3395757

Ying-Jie Zhang

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.38.1.2030400

zbMATH Keywords

capital allocationexpected value of default

Mathematics Subject Classification ID

Cites Work

• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION

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