Some results on the CTE-based capital allocation rule - Concepedia

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Publication | Open Access

Some results on the CTE-based capital allocation rule

DOI Full Paper Access

86

Citations

18

References

2007

Year

Jan Dhaene, Luc Henrard, Zinoviy Landsman, Antoine Vandendorpe, Steven Vanduffel

Insurance Mathematics and Economics

Mathematical ProgrammingEconomicsBusinessEconomic AnalysisAsset AllocationCost Of CapitalPortfolio AllocationFinanceCapital Structure

References

	Year	Citations

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