✦ LIBER ✦

Excess based allocation of risk capital

✍ Scribed by Gerwald van Gulick; Anja De Waegenaere; Henk Norde

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weighted risk capital allocations

✍ Edward Furman; Ričardas Zitikis 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 847 KB

Risk capital allocation for RORAC optimi

✍ Arne Buch; Gregor Dorfleitner; Maximilian Wimmer 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 392 KB

Allocation of risk capital to insurance

✍ Michael Urban; Jörg Dittrich; Claudia Klüppelberg; Rolf Stölting 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 German ⚖ 735 KB

Allocation of risk capital to insurance

✍ Michael Urban; Jörg Dittrich; Claudia Klüppelberg; Rolf Stölting 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 German ⚖ 779 KB

Economic risk capital allocation from to

✍ Werner Hürlimann 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 German ⚖ 285 KB

Enterprise Risk Management Through Strat

✍ Jing Ai; Patrick L. Brockett; William W. Cooper; Linda L. Golden 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 612 KB