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 .
Documentation Center
Documentation Center