2024-03-28T14:57:13Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7431000
2021-11-19T14:22:56Z
91
Mohammed, Nawaf; Furman, Edward; Su, Jianxi
2021
7431000
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07431000
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Insur. Math. Econ. 101, 425-436 (2021).
91G05; 91B32; 91G70
Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation
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