Wang’s capital allocation formula for elliptically...

Insurance: Mathematics and Economics 2003 Vol. 33; Iss. 3

Wang’s capital allocation formula for elliptically contoured distributions

Emiliano A. Valdez, Andrew Chernih
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Volume:
33
Year:
2003
Language:
english
Pages:
16
DOI:
10.1016/j.insmatheco.2003.07.003
File:
PDF, 206 KB
english, 2003
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