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507
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1
Risk capital allocation with autonomous subunits : the Lorenz set
Hougaard, Jens Leth
;
Smilgins, Aleksandrs
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 151-157
Persistent link: https://www.econbiz.de/10011457222
Saved in:
2
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10012793922
Saved in:
3
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:
4
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
5
Optimal allocation of policy deductibles for exchangeable risks
Manesh, Sirous Fathi
;
Khaledi, Baha-Eldin
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011630612
Saved in:
6
Borch's theorem, equal margins, and efficient allocation
Flåm, Sjur D.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011597258
Saved in:
7
Euler allocations in the presence of non-linear reinsurance : comment on Major (2018)
Pesenti, Silvana M.
;
Tsanakas, Andreas
;
Millossovich, Pietro
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011944091
Saved in:
8
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
9
Some ruin problems for the MAP risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
Saved in:
10
Allocations of policy limits and ordering relations for aggregate remaining claims
Manesh, Sirous Fathi
;
Kahledi, Baha-Eldin
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 9-14
Persistent link: https://www.econbiz.de/10011422842
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