منابع مشابه
Weighted risk capital allocations
By extending the notion of weighted premium calculation principles, we introduce weighted risk capital allocations, explore their properties, and develop computational methods. When achieving these goals, we find it particularly fruitful to relate the weighted allocations to general Stein-type covariance decompositions, which are of interest on their own. © 2008 Elsevier B.V. All rights reserved.
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2019
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2018.10.002