An optimization approach to the dynamic allocation of economic capital
Year of publication: |
2004
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Authors: | Laeven, Roger J.A. ; Goovaerts, Marc J. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 35.2004, 2, p. 299-320
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