Holistic principle for risk aggregation and capital allocation
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DOI: 10.1007/s10479-021-03987-4
Abstract: Risk aggregation and capital allocation are of paramount importance in business, as they play critical roles in pricing, risk management, project financing, performance management, regulatory supervision, etc. The state-of-the-art practice often includes two steps: (i)… read more here.
Keywords: capital; aggregation capital; risk; risk aggregation ... See more keywords