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1
Risk Quantification and Allocation Methods for Practitioners
Jaume Belles-Sampera
,
M. Guillen & M. Santolino
risk
allocation
function
measures
distortion
gluevar
random
principle
principles
practitioners
quantification
ω2
insurance
varα
ω1
methods
values
attitude
losses
functions
rorac
confidence
figure
variables
shown
equal
proportional
consider
portfolio
quotient
defined
tvarα
survival
relative
obtained
analysis
economics
financial
previous
quantile
mathematics
measurement
partial
probability
components
cornish
related
vector
positive
expectation
Year:
2017
Language:
english
File:
PDF, 6.35 MB
Your tags:
0
/
0
english, 2017
2
Risk Quantification and Allocation Methods for Practitioners
Amsterdam University Press
Jaume Belles-Sampera
,
Montserrat Guillén
,
Miguel Santolino
,
Atlantis Press SARL
risk
allocation
function
measures
distortion
gluevar
random
principle
principles
practitioners
quantification
ω2
insurance
varα
ω1
methods
values
losses
attitude
functions
rorac
confidence
figure
variables
shown
equal
proportional
consider
portfolio
quotient
defined
tvarα
survival
relative
obtained
analysis
economics
previous
quantile
financial
mathematics
measurement
partial
probability
components
cornish
related
vector
positive
expectation
Year:
2017
Language:
english
File:
PDF, 9.12 MB
Your tags:
0
/
0
english, 2017
3
GlueVaR risk measures in capital allocation applications
Belles-Sampera Jaume
,
Guillén Montserrat
,
Santolino Miguel.
risk
allocation
measures
gluevar
ζi
insurance
distortion
gluevar99.5
principles
proportional
function
belles
sampera
framework
random
driven
principle
confidence
dhaene
defined
haircut
allocated
econom
portfolio
subadditivity
aggregate
solution
variables
criterion
subadditive
units
gluevarβ
guillén
levels
solutions
ω1
ω2
economics
expressed
losses
mathematics
quantile
weights
equal
var95
αj
ζj
allocations
approach
optimization
Language:
english
File:
PDF, 414 KB
Your tags:
0
/
0
english
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