Capital allocation based on the tail covariance premium adjusted
Year of publication: |
2014
|
---|---|
Authors: | Wang, Min |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 125-131
|
Subject: | Tail Covariance Premium Adjusted | Risk measures | Capital allocation | Dependence | Insurance | Theorie | Theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Korrelation | Correlation | Messung | Measurement | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Versicherungsbeitrag | Insurance premium |
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