Optimal capital allocation principles
Jan Dhaene; Andreas Tsanakas; Emiliano A. Valdez; Steven Vanduffel
| Year of publication: |
2012
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|---|---|
| Authors: | Dhaene, Jan ; Tsanakas, Andreas ; Valdez, Emiliano ; Vanduffel, Steven |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 79.2012, 1, p. 1-28
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| Subject: | Risikomaß | Risk measure | Kapital | Capital | Allokation | Allocation | Risikomodell | Risk model | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517734