Browsing Statistics and Actuarial Science by Subject "capital deficit risk"
Now showing items 1-1 of 1
-
Risk Measures and Capital Allocation Principles for Risk Management
(University of Waterloo, 2016-09-21)Risk measures (or premium principles) and capital allocation principles play a signi cant role in risk management. Regulators and companies in the nancial markets usually adopt an appropriate risk measure, for example, ...