| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20210006432 |
| 003 | | | MAP |
| 005 | | | 20210302165646.0 |
| 008 | | | 210224e20210201gbr|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a7 |
| 100 | 1 | | $0MAPA20160009941$aBoonen, Tim J. |
| 245 | 0 | 0 | $aVolatile allocations$cTim Boonen |
| 520 | | | $aCapital 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. |
| 650 | | 4 | $0MAPA20150020307$aAsignación de capital |
| 650 | | 4 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | | 4 | $0MAPA20080590567$aEmpresas de seguros |
| 650 | | 4 | $0MAPA20080568221$aCapital riesgo |
| 773 | 0 | | $wMAP20200013259$tThe Actuary : the magazine of the Institute & Faculty of Actuaries$dLondon : Redactive Publishing, 2019-$g01/02/2021 Número 1 - febrero 2021 , p. 20-23 |
