Trích dẫn APA

Alessandro, S. (2023). Minimum capital requirement and portfolio allocation for non-life insurance: A semiparametric model with Conditional Value-at-Risk (CVaR) constraint. Springer.

Trích dẫn theo kiểu Chicago

Alessandro, Staino. Minimum Capital Requirement and Portfolio Allocation for Non-life Insurance: A Semiparametric Model With Conditional Value-at-Risk (CVaR) Constraint. Springer, 2023.

Trích dẫn MLA

Alessandro, Staino. Minimum Capital Requirement and Portfolio Allocation for Non-life Insurance: A Semiparametric Model With Conditional Value-at-Risk (CVaR) Constraint. Springer, 2023.

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