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"Capital allocation and RORAC optimization under solvency 2 standard formula."

Fabio Baione, Paolo De Angelis, Ivan Granito (2021)

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DOI: 10.1007/S10479-020-03543-6

access: closed

type: Journal Article

metadata version: 2021-04-29

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  dblp key:
  - journals/anor/BaioneAG21
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Fabio Baione, Paolo De Angelis, Ivan Granito:
Capital allocation and RORAC optimization under solvency 2 standard formula. Ann. Oper. Res. 299(1): 747-763 (2021)

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