ARTICLE
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doi:10.20944/preprints201610.0031.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
Solvency II; Standard Formula; Risk Measure; Diversification; Aggregation; Monotony; Homogeneity; Subadditivity; Euler's Principle; Capital Allocation
Online: 1 March 2017 (08:53:59 CET)