OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION

By Damir Filipovi'c, Michael Kupper. 2007

55 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/36253415c5daceed4891ea36492c3384bcd3329b

Citations in the corpus

• To Split or Not to Split: Capital Allocation with Convex Risk Measures (2007, unknown): “While there are some studies of capital allocation using convex risk measures (see e.g. Dhaene et al. (2003) and, in a finance setting, Filipovi´c and Kupper (2006)), most of current research on convex risk measures is not in that context.”