Items where Schools and Departments is "Faculty of Actuarial Science & Insurance" and Year is
Number of items: 3.
Other
Asimit, V.
ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F.
ORCID: 0000-0002-9851-8312
Risk Budgeting under General Risk Measures.
Asimit, V.
ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.
Portfolio Selection and Risk Sharing via Risk Budgeting.
Working Paper
Zhang, Z., Chronopoulos, M. & Kyriakou, I.
ORCID: 0000-0001-9592-596X
Bi-level optimisation of security investment and insurance pricing.
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