To split or not to split: Capital allocation with convex risk measures
| Year of publication: |
2009
|
|---|---|
| Authors: | Tsanakas, Andreas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 2, p. 268-278
|