Economic risk capital allocation from top down

DOI10.1007/BF02809125zbMath1354.91173MaRDI QIDQ5422812

Werner Hürlimann

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Measuring operational risk using a mean scaled individual risk model

Cites Work

• On mean scaled insurance risk models
• Unnamed Item
• Unnamed Item

This page was built for publication: Economic risk capital allocation from top down