Weighted risk capital allocationsEdward Furman, Ričardas Zitikis2008-08-06articleInsurance Mathematics and Economics139 citationsgreenNo readable copy stored yet — this record is metadata only.Probability and Risk ModelsInsurance and Financial Risk ManagementRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 139 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1999Coherent Measures of Risk1972Capital Market Equilibrium with Restricted Borrowing1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*1979An introduction to mathematical risk theory1996Premium Calculation by Transforming the Layer Premium Density2005Actuarial Theory for Dependent Risks: Measures, Orders and Models2001Correlation and DependenceCited by2011Asymptotics for risk capital allocations based on Conditional Tail Expectation2016Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks2009Weighted Pricing Functionals With Applications to Insurance2009On a multivariate Pareto distribution2019SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES2010Estimating the Conditional Tail Expectation in the Case of Heavy‐Tailed Losses2011Risk capital allocation for RORAC optimization2009Multivariate Tweedie distributions and some related capital-at-risk analyses