Risk Capital allocation by coherent risk measures based on one-sided moments

Clemens Tom Wilfried Fischer

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)135-146
Number of pages12
JournalInsurance: Mathematics and Economics
Volume32
Issue number1
Publication statusPublished - 2003

Cite this

Fischer, Clemens Tom Wilfried. / Risk Capital allocation by coherent risk measures based on one-sided moments. In: Insurance: Mathematics and Economics. 2003 ; Vol. 32, No. 1. pp. 135-146.
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year = "2003",
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volume = "32",
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journal = "Insurance: Mathematics and Economics",
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Risk Capital allocation by coherent risk measures based on one-sided moments. / Fischer, Clemens Tom Wilfried.

In: Insurance: Mathematics and Economics, Vol. 32, No. 1, 2003, p. 135-146.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Risk Capital allocation by coherent risk measures based on one-sided moments

AU - Fischer, Clemens Tom Wilfried

PY - 2003

Y1 - 2003

M3 - Article

VL - 32

SP - 135

EP - 146

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

IS - 1

ER -