Some results on the CTE-based capital allocation rule

Insurance: Mathematics and Economics

Volumn 42, Issue 2, 2008, Pages 855-863

  Dhaene, J ^a   Henrard, L ^b   Landsman, Z ^c   Vandendorpe, A ^d   Vanduffel, S ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b Fortis   (Hong Kong)

^c UNIVERSITY OF HAIFA   (Israel)

^d Fortis   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 40949142809     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2007.09.004     Document Type: Article

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