Alessandro, S. (2023). Minimum capital requirement and portfolio allocation for non-life insurance: A semiparametric model with Conditional Value-at-Risk (CVaR) constraint. Springer.
Chicago Style CitationAlessandro, Staino. Minimum Capital Requirement and Portfolio Allocation for Non-life Insurance: A Semiparametric Model With Conditional Value-at-Risk (CVaR) Constraint. Springer, 2023.
MLA CitationAlessandro, Staino. Minimum Capital Requirement and Portfolio Allocation for Non-life Insurance: A Semiparametric Model With Conditional Value-at-Risk (CVaR) Constraint. Springer, 2023.
Warning: These citations may not always be 100% accurate.