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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	135-146
Number of pages	12
Journal	Insurance: Mathematics and Economics
Volume	32
Issue number	1
Publication status	Published - 2003

Cite this

@article{c2d8fdc2c3704339b1ae98ab2bbdf69d,

title = "Risk Capital allocation by coherent risk measures based on one-sided moments",

author = "Fischer, \{Clemens Tom Wilfried\}",

year = "2003",

language = "English",

volume = "32",

pages = "135--146",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

number = "1",

}