Weighted risk capital allocations in the presence of systematic risk
type: Item
instance of: scholarly article
title: Weighted risk capital allocations in the presence of systematic risk
zbMATH Open document ID: 1401.91139
author: Edward Furman
author: Alexey Kuznetsov
author: Ričardas Zitikis
published in: Insurance Mathematics \& Economics
publication date: 2018-04-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6858904
zbMATH Keywords: weighted risk measure
zbMATH Keywords: weighted risk capital allocation
zbMATH Keywords: weighted insurance pricing model
zbMATH Keywords: Gini measure of variability
zbMATH Keywords: systematic risk
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2017.12.010
OpenAlex ID: W2776841054
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DOI: 10.1016/J.INSMATHECO.2017.12.010
description: scientific article; zbMATH DE number 6858904