المؤلفون: Saba Tabassum Tabassum, Zeeshan Ghafoor Ghafoor, Aamer Shareef Shareef

المصدر: NUST Business Review, Vol 5, Iss 1 (2023)

مصطلحات موضوعية: ceo gender, corporate risk, capital allocation efficiency, resource allocation efficiency, Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: https://nbr.nust.edu.pk/index.php/nbr/article/view/48Test; https://doaj.org/toc/2707-6598Test; https://doaj.org/toc/2707-6601Test

الوصول الحر: https://doaj.org/article/0a1dc2912bfa4436b9d625945bafe1deTest

المؤلفون: Aigner, Philipp, Schlütter, Sebastian

مصطلحات موضوعية: ddc:330, G28, G32, D62, H23, Risk capital allocation, Scenario analysis, Risk communication, Risklimiting, Principal Component Analysis

العلاقة: Series: ICIR Working Paper Series; No. 47/23; gbv-ppn:1844769798; http://hdl.handle.net/10419/271086Test; RePEc:zbw:icirwp:4723

الإتاحة: http://hdl.handle.net/10419/271086Test

المؤلفون: Consigli, Giorgio, Moriggia, Vittorio, Vitali, Sebastiano, Mercuri, Lorenzo

المساهمون: G. Consigli, V. Moriggia, S. Vitali, L. Mercuri

مصطلحات موضوعية: Dynamic stochastic programming, Property and casualty liabilitie, Return on risk-adjusted capital, Risk capital allocation, Surplus investment return, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie

العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000445271500014; volume:15; issue:3-4; firstpage:599; lastpage:633; numberofpages:35; journal:COMPUTATIONAL MANAGEMENT SCIENCE; http://hdl.handle.net/2434/580373Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85049058656

الإتاحة: https://doi.org/10.1007/s10287-018-0328-7Test
http://hdl.handle.net/2434/580373Test

المؤلفون: Chengli Zheng, Yan Chen

المصدر: Journal of Industrial Engineering and Management, Vol 8, Iss 2, Pp 530-553 (2015)

مصطلحات موضوعية: risk capital allocation, marginal risk contribution, minimal excess principle, iso-entropic coherent risk measure, Industrial engineering. Management engineering, T55.4-60.8, Social Sciences, Commerce, HF1-6182, Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: http://www.jiem.org/index.php/jiem/article/view/1375Test; https://doaj.org/toc/2013-8423Test; https://doaj.org/toc/2013-0953Test

الوصول الحر: https://doaj.org/article/9b243915984040d289a0c3e520e838eeTest

المؤلفون: G.A. Delsing, M.R.H. Mandjes, P.J.C. Spreij, E.M.M. Winands

المساهمون: KdV Other Research (FNWI), Stochastics (KDV, FNWI), Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands

المصدر: Insurance: Mathematics and Economics, 104, 76-98. Elsevier
Insurance : Mathematics and Economics, 104, 76-98
Insurance : Mathematics and Economics, 104, pp. 76-98
Insurance: Mathematics and Economics, 104, 76-98

مصطلحات موضوعية: Insurance risk, Statistics and Probability, Economics and Econometrics, Value-at-risk (VaR), Ruin probability, Statistics, Probability and Uncertainty, Gradient allocation method, Mathematics, Risk capital allocation

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c4de1eb404ac7a208e93149aba0540bcTest
https://dare.uva.nl/personal/pure/en/publications/onTest-capital-allocation-for-a-risk-measure-derived-from-ruin-theory(3ae42fd3-a1d2-4302-9035-3b4449107faa).html

المؤلفون: Delsing, G.A., Mandjes, M.R.H. (Michel), Spreij, P.J.C. (Peter), Winands, E.M.M.

المصدر: Insurance: Mathematics and Economics vol. 104, pp. 76-98

مصطلحات موضوعية: Risk capital allocation, Gradient allocation method, Value-at-risk (VaR), Ruin probability, Insurance risk

وصف الملف: application/pdf

العلاقة: https://ir.cwi.nl/pub/31564Test

الإتاحة: https://doi.org/10.1016/j.insmatheco.2022.02.001Test
https://ir.cwi.nl/pub/31564Test

المؤلفون: Zheng, Chengli, Chen, Yan

مصطلحات موضوعية: ddc:650, risk capital allocation, marginal risk contribution, minimal excess principle, iso-entropic coherent risk measure

العلاقة: gbv-ppn:1034148567; Journal: Journal of Industrial Engineering and Management (JIEM); Volume: 8; Year: 2015; Issue: 2; Pages: 530-553; Barcelona: OmniaScience; http://hdl.handle.net/10419/188696Test

الإتاحة: https://doi.org/10.3926/jiem.1375Test
http://hdl.handle.net/10419/188696Test

المؤلفون: Mabitsela, Lesedi, Guambe, Calisto, Kufakunesu, Rodwell

مصطلحات موضوعية: Backward stochastic differential equations (BSDE), Dynamic risk capital allocation, Dynamic risk measure, Quadratic-exponential BSDE, Dynamic entropic risk measure

العلاقة: http://hdl.handle.net/2263/76205Test; 0361-0926 (print); 1532-415X (online)

الإتاحة: https://doi.org/10.1080/03610926.2020.1768405Test
http://hdl.handle.net/2263/76205Test

المؤلفون: Csóka, Péter

مصطلحات موضوعية: ddc:330, C71, G10, Market Microstructure, Coherent Measures of Risk, Market Liquidity, Funding Liquidity, Portfolio Performance Evaluation, Risk Capital Allocation, Risk Contributions, Totally Balanced Games, Simulation

العلاقة: Series: IEHAS Discussion Papers; No. MT-DP - 2015/9; urn:isbn:978-615-5447-68-6; gbv-ppn:818707429; http://hdl.handle.net/10419/129874Test

الإتاحة: http://hdl.handle.net/10419/129874Test

المؤلفون: Arne Buch, Gregor Dorfleitner, Maximilian Wimmer

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://epub.uni-regensburg.de/11261/1/preprint.pdfTest.

مصطلحات موضوعية: Risk capital allocation, Gradient allocation principle, Coherent risk measures, Performance measurement, RORAC

وصف الملف: application/pdf

العلاقة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.156.3967Test; http://epub.uni-regensburg.de/11261/1/preprint.pdfTest

الإتاحة: http://epub.uni-regensburg.de/11261/1/preprint.pdfTest