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dc.contributor.author
Boonen, Tim J.
dc.contributor.author
Tsanakas, Andreas
dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2017-06-12T20:11:53Z
dc.date.available
2017-06-12T20:11:53Z
dc.date.issued
2017-01
dc.identifier.issn
0167-6687
dc.identifier.issn
1873-5959
dc.identifier.other
10.1016/j.insmatheco.2016.11.003
dc.identifier.uri
http://hdl.handle.net/20.500.11850/129212
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Capital allocation
dc.subject
Euler rule
dc.subject
Fuzzy core
dc.subject
Aumann-Shapley value
dc.subject
Risk measures
dc.title
Capital allocation for portfolios with non-linear risk aggregation
dc.type
Journal Article
ethz.journal.title
Insurance: Mathematics & Economics
ethz.journal.volume
72
ethz.pages.start
95
ethz.pages.end
106
ethz.notes
Published online 21 November 2016.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
010839024
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-12T20:12:19Z
ethz.source
ECIT
ethz.identifier.importid
imp593655514ec2779503
ethz.ecitpid
pub:192175
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T15:03:58Z
ethz.rosetta.lastUpdated
2018-11-03T02:42:01Z
ethz.rosetta.versionExported
true
ethz.COinS
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