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~accessRights:"restricted"
~person:"Boonen, Tim J."
~person:"Vanduffel, Steven"
~subject:"Abteilung"
~subject:"Allocation"
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Boonen, Tim J.
Vanduffel, Steven
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A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
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2
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
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3
Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J.
- In:
Journal of risk
22
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
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