TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
Year of publication: |
2012
|
---|---|
Authors: | Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 2, p. 247-256
|
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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