TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
Hélène Cossette, Mélina Mailhot, Étienne MarceauVolume:
50
Année:
2012
Langue:
english
Pages:
10
DOI:
10.1016/j.insmatheco.2011.11.006
Fichier:
PDF, 305 KB
english, 2012