Yongfeng Wei, Zhaoben Fang, Zhang Tao. Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 350-354, IEEE Computer Society, 2009. [doi]
@inproceedings{WeiFT09,
title = {Capital Requirement and Allocation for Insurance Companies by the Co-TailVaR-Based Insolvency Exchange Option Method},
author = {Yongfeng Wei and Zhaoben Fang and Zhang Tao},
year = {2009},
doi = {10.1109/BIFE.2009.87},
url = {http://doi.ieeecomputersociety.org/10.1109/BIFE.2009.87},
tags = {rule-based},
researchr = {https://researchr.org/publication/WeiFT09},
cites = {0},
citedby = {0},
pages = {350-354},
booktitle = {Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009},
editor = {Shouyang Wang and Lean Yu and Fenghua Wen and Shaoyi He and Yong Fang and K. K. Lai},
publisher = {IEEE Computer Society},
isbn = {978-0-7695-3705-4},
}