Risk measurement in the presence of background risk
type: Item
instance of: scholarly article
title: Risk measurement in the presence of background risk
zbMATH Open document ID: 1152.91607
author: A. Tsanakas
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
full work available at URL: Tsanakas2008.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5499578
zbMATH Keywords: risk measures
zbMATH Keywords: background risk
zbMATH Keywords: capital allocation
zbMATH Keywords: portfolio management
zbMATH Keywords: elliptical distributions
MaRDI profile type: Publication
OpenAlex ID: W3122931492
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DOI: 10.1016/J.INSMATHECO.2007.01.015
description: scientific article; zbMATH DE number 5499578