Volatile allocations

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<rdf:Description>
<dc:creator>Boonen, Tim J.</dc:creator>
<dc:date>2021-02-01</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/174780.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Asignación de capital</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Capital riesgo</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Volatile allocations</dc:title>
<dc:relation xml:lang="es">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</dc:relation>
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