Asymptotics for risk capital allocations based on Conditional Tail Expectation
| Year of publication: |
2011
|
|---|---|
| Authors: | Asimit, Alexandru V. ; Furman, Edward ; Tang, Qihe ; Vernic, Raluca |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 310-325
|