A numerical approach to the risk capital allocation problem
Henryk Gzyl and Silvia Mayoral
| Year of publication: |
2021
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|---|---|
| Authors: | Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2021, 5, p. 55-78
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| Subject: | numerical risk capital allocation | corporate | financial and insurance risks | risk measure determinantion | inverse problem | maximum entropy in the mean (MEM) | Theorie | Theory | Risiko | Risk | Entropie | Entropy | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Risikokapital | Venture capital | Allokation | Allocation | Messung | Measurement | Portfolio-Management | Portfolio selection | Versicherung | Insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2021.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012630870