An approximation method for risk aggregations and capital allocation rules based on additive risk factor models

Ming Zhou, Jan Dhaene, Jing Yao*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)
21 Downloads (Pure)

Fingerprint

Dive into the research topics of 'An approximation method for risk aggregations and capital allocation rules based on additive risk factor models'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Computer Science

Mathematics