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~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Mandjes, Michel"
~subject:"Risk model"
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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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