Excess Based Allocation of Risk Capital

G. van Gulick, Anja De Waegenaere () and Henk Norde
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G. van Gulick: Tilburg University, Center For Economic Research

No 2010-123, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: risk capital; capital allocation; excesses; lexicographic minimum (search for similar items in EconPapers)
Date: 2010
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Journal Article: Excess based allocation of risk capital (2012)
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