2004
DOI: 10.1007/bf03191405
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Methoden der risikobasierten Kapitalallokation im Versicherungs- und Finanzwesen

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Cited by 10 publications
(2 citation statements)
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“…However, some risk-based capital allocation principles are better suited for an ex ante decision support, while others are more suitable for an ex post process monitoring. An overview of risk measures and riskbased capital allocation principles can be found, for example, in Albrecht and Koryciorz (2004).…”
Section: Transfer Of Economically Well-founded Objective Functions Tomentioning
confidence: 99%
“…However, some risk-based capital allocation principles are better suited for an ex ante decision support, while others are more suitable for an ex post process monitoring. An overview of risk measures and riskbased capital allocation principles can be found, for example, in Albrecht and Koryciorz (2004).…”
Section: Transfer Of Economically Well-founded Objective Functions Tomentioning
confidence: 99%
“…47 Vgl, Spremann, K. / Winhart, S. (1998), S. 31 und vgl. Albrecht, P. / Koryciorz, S. (1999), S. 1. 48 Vgl.…”
Section: Die Ermittlung Von Risikozuschlägen Bei Der Zeitwertbewertununclassified