EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"maximum entropy in the mean (MEM)"
Narrow search

Narrow search

Year of publication
Subject
All
Allocation 1 Allokation 1 Entropie 1 Entropy 1 Insurance 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikokapital 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk 1 Risk management 1 Risk measure 1 Risk model 1 Theorie 1 Theory 1 Venture capital 1 Versicherung 1 corporate 1 financial and insurance risks 1 inverse problem 1 maximum entropy in the mean (MEM) 1 numerical risk capital allocation 1 risk measure determinantion 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Gzyl, Henryk 1 Mayoral, Silvia 1
Published in...
All
Journal of risk 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
A numerical approach to the risk capital allocation problem
Gzyl, Henryk; Mayoral, Silvia - In: Journal of risk 23 (2021) 5, pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...