Optimal Capital And Risk Transfers For Group Diversification
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 18 (2008)
Issue (Month): 1 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0960-1627
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- Furman, Edward & Zitikis, Ricardas, 2008. "Weighted risk capital allocations," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 263-269, October.
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"Ryzyko struktury: Rys koncepcyjny
[The Risk of the Structure: Initial proposal]," MPRA Paper 34257, University Library of Munich, Germany, revised 01 May 2011.
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