TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
Hélène Cossette; Mélina Mailhot; Étienne Marceau
| Year of publication: |
2012
|
|---|---|
| Authors: | Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 2, p. 247-256
|
| Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009507940