34 citations · 64 across the 23 of their papers we have counts for
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math.PR2015
Impact of dependence on some multivariate risk indicators
Véronique Maume-Deschamps, Didier Rullière, Khalil Said
The minimization of some multivariate risk indicators may be used as an allocation method, as proposed in Cénac et al. [6]. The aim of capital allocation is to choose a point in a…
q-fin.RM2015★ 2 cited
A risk management approach to capital allocation
Véronique Maume-Deschamps, Didier Rullière, Khalil Said
The European insurance sector will soon be faced with the application of Solvency 2 regulation norms. It will create a real change in risk management practices. The ORSA approach o…