TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
| Year of publication: |
2012
|
|---|---|
| Authors: | Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 50.2012, 2, p. 247-257
|