Weighted risk capital allocations in the presence of...

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Weighted risk capital allocations in the presence of systematic risk

Furman, Edward, Kuznetsov, Alexey, Zitikis, Ričardas
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Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2017.12.010
Date:
December, 2017
File:
PDF, 400 KB
english, 2017
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