//-->
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian, (2013)
Dynamic Capital Allocation With Distortion Risk Measures
Tsanakas, Andreas, (2014)
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio, (2022)
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)