Weighted risk capital allocations in the presence of systematic risk

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Furman, Edward (VerfasserIn)
Weitere Verfasser:	Kuznetsov, Alexey (VerfasserIn), Zitikis, Ričardas (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	March 2018
Schlagworte:	Weighted risk measure > Weighted risk capital allocation > Weighted insurance pricing model > Gini measure of variability > Systematic risk > Aufsatz in Zeitschrift
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