Some results on the CTE-based capital allocation rule

DOI10.1016/j.insmatheco.2007.09.004zbMath1152.91577OpenAlexW3126021673MaRDI QIDQ998305

Jan Dhaene, Zinoviy Landsman, Antoine Vandendorpe, Steven Vanduffel, Luc Henrard

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/199865

Mathematics Subject Classification ID

Related Items (39)

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