Weighted risk capital allocations

Insurance: Mathematics and Economics

Volumn 43, Issue 2, 2008, Pages 263-269

  Furman, Edward ^a   Zitikis, Ričardas ^b  

^a YORK UNIVERSITY   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

General covariance decomposition; Regression function; Stein's Lemma; Weighted allocations; Weighted distributions; Weighted premiums; Weighted risk capital allocation model (WRCAM)

Indexed keywords

EID: 51649109552     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2008.07.003     Document Type: Article

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