Capital Allocation In Insurance

DOI10.1080/10920277.2006.10596247zbMath1479.91341OpenAlexW1567062934MaRDI QIDQ5018716

Michael Sherris, John van der Hoek

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596247

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Wang's capital allocation formula for elliptically contoured distributions.
• A Note on the Myers and Read Capital Allocation Formula
• Capital Allocation Survey with Commentary

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