Búsqueda
Centro de Documentación

Volatile allocations
Recurso electrónico / Electronic resource
MAP20210006432
Boonen, Tim J ‌
Volatile allocations / Tim Boonen
Sumario: Capital allocation is an important tool for the quantitative risk management of insurers, banks or other financial institutions. In the academic literature, one solution to this problem has gained predominance: the Euler rule. In this article, I show some pitfalls of this allocation rule and introduce an alternative: the t-risk capital allocation rule
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/02/2021 Número 1 - febrero 2021 , p. 20-23
1. Asignación de capital ‌. 2. Gerencia de riesgos ‌. 3. Empresas de seguros ‌. 4. Capital riesgo ‌.