Wang's capital allocation formula for elliptically contoured distributions
| Year of publication: |
2003
|
|---|---|
| Authors: | Valdez, Emiliano A. ; Chernih, Andrew |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 3, p. 517-532
|
| Publisher: |
Elsevier |