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Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian, (2013)
Haezendonck-Goovaerts capital allocation rules
Canna, Gabriele, (2021)
A numerical approach to the risk capital allocation problem
Gzyl, Henryk, (2021)
L p-metric under the location-independent risk ordering of random variables
Yang, Jianping, (2014)
Optimal allocation of policy limits and deductibles under distortion risk measures
Zhuang, Weiwei, (2009)