Haezendonck-Goovaerts capital allocation rules
Gabriele Canna, Francesca Centrone, Emanuela Rosazza Gianin
| Year of publication: |
2021
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|---|---|
| Authors: | Canna, Gabriele ; Centrone, Francesca ; Rosazza Gianin, Emanuela |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 173-185
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| Subject: | Ambiguity | Capital allocation | Haezendonck-Goovaerts risk measures | Orlicz risk premium | Quantiles | Theorie | Theory | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Allokation | Allocation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793922