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~accessRights:"restricted"
~person:"Delsing, G. A."
~subject:"Deutschland"
~subject:"Risk"
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Delsing, G. A.
Cheung, Eric C. K.
6
Denuit, Michel
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Kleef, Richard Cornelis van
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Bauer, Daniel
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Li, Johnny Siu-Hang
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Ren, Jiandong
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Vliet, Reinier C. van
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On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
2
An optimization approach to adaptive multi-dimensional capital management
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 87-97
Persistent link: https://www.econbiz.de/10011990447
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