EconPapers    
Economics at your fingertips  
 

Wang's capital allocation formula for elliptically contoured distributions

Emiliano Valdez () and Andrew Chernih

Insurance: Mathematics and Economics, 2003, vol. 33, issue 3, 517-532

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-6687(03)00169-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:33:y:2003:i:3:p:517-532

Access Statistics for this article

Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

More articles in Insurance: Mathematics and Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:517-532