General stein-type covariance decompositions with applications to insurance and finance

ASTIN Bulletin

Volumn 40, Issue 1, 2010, Pages 369-375

  Furman, Edward ^a   Zitikis, Ričardas ^b  

^a YORK UNIVERSITY   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Capital asset pricing model; Covariance decompositions; Economic pricing; Insurance pricing; Weighted allocations

Indexed keywords

EID: 77953801336     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.40.1.2049234     Document Type: Article

References (11)

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