Coherent risk measures, coherent capital allocations and the gradient allocation principle
| Year of publication: |
2008
|
|---|---|
| Authors: | Buch, A. ; Dorfleitner, G. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 1, p. 235-242
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