An optimization approach to the dynamic allocation of economic capital
| Year of publication: |
2004
|
|---|---|
| Authors: | Laeven, Roger J. A. ; Goovaerts, Marc J. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 2, p. 299-319
|
| Publisher: |
Elsevier |