A capital allocation based on a solvency exchange option
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References listed on IDEAS
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- Hirbod Assa & Manuel Morales & Hassan Omidi Firouzi, 2016. "On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory," Risks, MDPI, Open Access Journal, vol. 4(3), pages 1-20, August.
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"Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
[Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 619-632.
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KeywordsCapital allocation Fair allocation axioms Solvency exchange option;
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