Economic Capital Allocations for Non-negative Portfolios of Dependent Risks

Publisher: Cambridge University Press

E-ISSN: 1783-1350|38|2|601-619

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.38, Iss.2, 2008-11, pp. : 601-619

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract